Stochastic processes on the group of orthogonal matrices and evolution equations describing them

DOI10.1134/S0965542520100140zbMath1466.60093OpenAlexW3107707579MaRDI QIDQ2214168

V. Zh. Sakbaev, O. G. Smolyanov, K. Yu. Zamana

Publication date: 6 December 2020

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542520100140

zbMATH Keywords

law of large numbersKolmogorov equationoperator-valued stochastic processrandom linear operatorrandom operator-valued function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic integral equations (60H20) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items

Averaging of random orthogonal transformations of domain of functions ⋮ Chernoff iterations as an averaging method for random affine transformations ⋮ Operator approach to weak convergence of measures and limit theorems for random operators ⋮ Limit distribution for compositions of random operators

Cites Work

• Non-Gaussian Lagrangian Feynman-Kac formulas
• On quantum dynamics on \(C^\ast\)-algebras
• Operator random walks and quantum oscillator
• Quasi-averages in random matrix models
• Feynman formulas and the law of large numbers for random one-parameter semigroups
• Randomized Hamiltonian mechanics
• Note on product formulas for operator semigroups
• Unbounded random operators and Feynman formulae
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