Quantum Levy area;
non-Fock quantum stochastic calculus;
time reversal;
THEOREM;
D O I:
暂无
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We consider the analogue of Levy area, defined as an iterated stochastic integral, obtained by replacing two independent component one-dimensional Brownian motions by the mutually non-commuting momentum and position Brownian motions P and Q of either Fock or non-Fock quantum stochastic calculus, which are also stochastically independent in a certain sense. We show that the resulting quantum Levy area is trivially distributed in the Fock case, but has a non-trivial distribution in non-Fock quantum stochastic calculus which, after rescaling, interpolates between the trivial distribution and that of classical Levy area in the "infinite temperature" limit. We also show that it behaves differently from the classical Levy area under a kind of time reversal, in both the Fock and non-Fock cases.
机构:
Univ Polytech Hauts De France, LMI, F-59313 Valenciennes, France
Interdisciplinary Sci Ctr JV Poncelet, Moscow 119002, RussiaUniv Polytech Hauts De France, LMI, F-59313 Valenciennes, France
Gurevich, Dimitri
Saponov, Pavel
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机构:
Natl Res Univ Higher Sch Econ, 20 Myasnitskaya Ulitsa, Moscow 101000, Russia
NRC Kurchatov Inst, Inst High Energy Phys, Protvino 142281, RussiaUniv Polytech Hauts De France, LMI, F-59313 Valenciennes, France