Classical stochastic processes from quantum stochastic calculus (Q1600608)
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scientific article; zbMATH DE number 1756305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical stochastic processes from quantum stochastic calculus |
scientific article; zbMATH DE number 1756305 |
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Classical stochastic processes from quantum stochastic calculus (English)
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16 June 2002
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Using multidimensional quantum stochastic calculus, the author constructs a (weak) one-parameter representation \(\tilde{j}_t\), \(t\in {\mathbb R}_+\), of the Lie algebra \(gl(N)\) of \(N\times N\) matrices, which is then extended to a representation \(\tilde{J}_t\), \(t\in {\mathbb R}_+\), of the universal enveloping algebra \({\mathcal U}(gl(N))\) of \(gl(N)\). Given a self-adjoint Casimir element \(Z\) in the center \({\mathcal Z} ({\mathcal U}(gl(N)))\) of \({\mathcal U}(gl(N))\), a classical stochastic process in the vacuum state is constructed as \(Z_t = \tilde{J}_tZ\), \(t\in {\mathbb R}_+\). When \(Z\) is a symmetric polynomial one obtains new integer-valued classical processes, and the classical Poisson process as a particular case. Chaotic expansions in multiple quantum stochastic integrals are also obtained for these processes.
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quantum stochastic calculus
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universal enveloping algebras
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Casimir elements
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classical processes
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Poisson process
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0.92076254
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0.92023736
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