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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 |
Tabla de Contenidos:
- 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.