000 02217nam a22003618i 4500
001 CR9781316415054
003 UkCbUP
005 20200124160213.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 150319s2016||||enk o ||1 0|eng|d
020 _a9781316415054 (ebook)
020 _z9781107128651 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA252.3
_b.F72 2016
082 0 0 _a512/.482
_223
100 1 _aFranz, Uwe,
_eauthor.
245 1 0 _aProbability on real Lie algebras /
_cUwe Franz, Université de Franche-Comté, Nicolas Privault, Nanyang Technological University, Singapore.
264 1 _aCambridge :
_bCambridge University Press,
_c2016.
300 _a1 online resource (xix, 281 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge tracts in mathematics ;
_v206
500 _aTitle from publisher's bibliographic system (viewed on 05 Feb 2016).
520 _aThis 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.
650 0 _aLie algebras.
650 0 _aProbabilities.
700 1 _aPrivault, Nicolas,
_eauthor.
776 0 8 _iPrint version:
_z9781107128651
830 0 _aCambridge tracts in mathematics ;
_v206.
856 4 0 _uhttps://doi.org/10.1017/CBO9781316415054
999 _c516007
_d516005