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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Probability on Real Lie Algebras

Probability on Real Lie Algebras

Privault, Nicolas
Franz, Uwe

Hardcover

Series: Cambridge Tracts in Mathematics, Book 206

AlgebraProbability & Statistics

ISBN10: 110712865X
ISBN13: 9781107128651
Publisher: Cambridge
Published: Jan 25 2016
Pages: 302
Weight: 1.35
Height: 0.81 Width: 6.00 Depth: 9.00
Language: English
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.

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