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Probability on real Lie algebras

Franz, Uwe.

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Probability on real Lie algebras

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Probability on real Lie algebras/ Uwe Franz, Universite de Franche-Comte, Nicolas Privault, Nanyang Technological University, Singapore.
作者:	Franz, Uwe.
其他作者:	Privault, Nicolas.
出版者:	Cambridge :Cambridge University Press, : 2016.,
面頁冊數:	xix, 281 p. :ill., digital ;24 cm.
附註:	Title from publisher's bibliographic system (viewed on 05 Feb 2016).
標題:	Lie algebras. -
電子資源:	https://doi.org/10.1017/CBO9781316415054
ISBN:	9781316415054

Probability on real Lie algebras
Franz, Uwe.

Probability on real Lie algebras[electronic resource] /Uwe Franz, Universite de Franche-Comte, Nicolas Privault, Nanyang Technological University, Singapore. - Cambridge :Cambridge University Press,2016. - xix, 281 p. :ill., digital ;24 cm. - Cambridge tracts in mathematics ;206. - Cambridge tracts in mathematics ;206..

Title from publisher's bibliographic system (viewed on 05 Feb 2016).

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 Levy 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, Levy processes, and the Malliavin calculus.

ISBN: 9781316415054Subjects--Topical Terms:

526115
Lie algebras.

LC Class. No.: QA252.3 / .F72 2016

Dewey Class. No.: 512.482

Probability on real Lie algebras
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