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Probability on real Lie algebras
~
Franz, Uwe.
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Probability on real Lie algebras
Record Type:
Electronic resources : Monograph/item
Title/Author:
Probability on real Lie algebras/ Uwe Franz, Universite de Franche-Comte, Nicolas Privault, Nanyang Technological University, Singapore.
Author:
Franz, Uwe.
other author:
Privault, Nicolas.
Published:
Cambridge :Cambridge University Press, : 2016.,
Description:
xix, 281 p. :ill., digital ;24 cm.
Notes:
Title from publisher's bibliographic system (viewed on 05 Feb 2016).
Subject:
Lie algebras. -
Online resource:
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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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.
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https://doi.org/10.1017/CBO9781316415054
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W9396654
電子資源
11.線上閱覽_V
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EB QA252.3 .F72 2016
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