Non-Commutative Stochastic Processes and Bi-Free Probability

被引：0
|
作者：
Skoufranis, Paul [1 ]
机构：
[1] York Univ, Dept Math & Stat, 4700 Keele St, Toronto, ON M3J 1P3, Canada
来源：
INDIANA UNIVERSITY MATHEMATICS JOURNAL | 2024年 / 73卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
Non-commutative stochastic processes; bi-free probability; transition operators; MULTIPLICATIVE FUNCTIONS; SUBORDINATION; PAIRS;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically, it is demonstrated that the transition operators for non-commutative stochastic processes can be modelled using technology from bi-free probability. Several important examples are recovered with this approach, and new formula are obtained for processes with free increments. The benefits of this approach are also discussed.
引用
收藏
页码：421 / 444
页数：24
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