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Probability on real lie algebras /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2016.
|
| Colección: | Cambridge tracts in mathematics ;
no. 206. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Franz, Uwe, |e author. | |
| 245 | 1 | 0 | |a Probability on real lie algebras / |c Uwe Franz, Université de Franche-Comté ; Nicolas Privault, Nanyang Technological University, Singapore. |
| 264 | 1 | |a Cambridge : |b Cambridge University Press, |c 2016. | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (xix, 281 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Cambridge tracts in mathematics ; |v no. 206 | |
| 520 | |a 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 Lévy 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, Lévy processes, and the Malliavin calculus. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Boson Fock space -- Real Lie algebras -- Basic probability distributions on Lie algebras -- Noncommutative random variables -- Noncommutative stochastic integration -- Random variables on real Lie algebras -- Weyl calculus on real Lie algebras -- Lévy processes on real Lie algebras -- A guide to the Malliavin calculus -- Noncommutative Girsanov theorem -- Noncommutative integration by parts -- Smoothness of densities on real Lie algebras. | |
| 588 | 0 | |a Print version record. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Lie algebras. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 2 | |a Probability | |
| 650 | 6 | |a Algèbres de Lie. | |
| 650 | 6 | |a Probabilités. | |
| 650 | 7 | |a probability. |2 aat | |
| 650 | 7 | |a MATHEMATICS |x Algebra |x Intermediate. |2 bisacsh | |
| 650 | 7 | |a Lie algebras. |2 fast |0 (OCoLC)fst00998125 | |
| 650 | 7 | |a Probabilities. |2 fast |0 (OCoLC)fst01077737 | |
| 700 | 1 | |a Privault, Nicolas, |e author. | |
| 776 | 0 | 8 | |i Print version: |a Franz, Uwe. |t Probability on real Lie algebras. |d New York, NY : Cambridge University Press, 2016 |z 9781107128651 |w (DLC) 2015028912 |w (OCoLC)915159472 |
| 830 | 0 | |a Cambridge tracts in mathematics ; |v no. 206. | |
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