Probability on Real Lie Algebras

About This Book

This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum lãvy processes), and the quantum malliavin calculus. This book will appeal to advanced undergraduate and graduate students interested in the relations between Algebra, probability, and quantum theory. It also addresses a more advanced audience by covering other topics related to non-commutativity in stochastic calculus, lãvy processes, and the malliavin calculus.

About the Author

Probability on Real Lie Algebras is authored by Uwe Franz | Nicolas Privault.