Probability on Real Lie Algebras

Nicolas Privault author Uwe Franz author

Format:Hardback

Publisher:Cambridge University Press

Published:25th Jan '16

Currently unavailable, currently targeted to be due back around 15th April 2025, but could change

Probability on Real Lie Algebras cover

This monograph is a progressive introduction to non-commutativity in probability theory.

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. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory.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.

ISBN: 9781107128651

Dimensions: 229mm x 152mm x 21mm

Weight: 600g

302 pages