TY  - BOOK
AU  - Franz,Uwe
AU  - Privault,Nicolas
TI  - Probability on real Lie algebras
T2  - Cambridge tracts in mathematics
SN  - 9781316415054 (ebook)
AV  - QA252.3 .F72 2016
U1  - 512/.482 23
PY  - 2016///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Lie algebras
KW  - Probabilities
N1  - Title from publisher's bibliographic system (viewed on 05 Feb 2016)
N2  - 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
UR  - https://doi.org/10.1017/CBO9781316415054
ER  -