Classical stochastic processes from quantum stochastic calculus (Q1600608)

From MaRDI portal





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

    Statements

    Classical stochastic processes from quantum stochastic calculus (English)
    0 references
    16 June 2002
    0 references
    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.
    0 references
    quantum stochastic calculus
    0 references
    universal enveloping algebras
    0 references
    Casimir elements
    0 references
    classical processes
    0 references
    Poisson process
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references