Probability on real Lie algebras:
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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2016
|
| Series: | Cambridge tracts in mathematics
206 |
| Subjects: | |
| Online Access: | BSB01 FHN01 UBR01 Volltext |
| Summary: | 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 Lévy 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, Lévy processes, and the Malliavin calculus |
| Physical Description: | 1 Online-Ressource (xix, 281 Seiten) |
| ISBN: | 9781316415054 |
| DOI: | 10.1017/CBO9781316415054 |
Staff View
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| id | DE-604.BV043940240 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:13Z |
| institution | BVB |
| isbn | 9781316415054 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349210 |
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| physical | 1 Online-Ressource (xix, 281 Seiten) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBR Einzelkauf (Lückenergänzung CUP Serien 2018) |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Cambridge tracts in mathematics |
| spelling | Franz, Uwe 1966- Verfasser (DE-588)129681865 aut Probability on real Lie algebras Uwe Franz, Université de Franche-Comté, and Nicolas Privault, Nanyang Technological University, Singapore Cambridge Cambridge University Press 2016 1 Online-Ressource (xix, 281 Seiten) txt rdacontent c rdamedia cr rdacarrier Cambridge tracts in mathematics 206 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 Lévy 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, Lévy processes, and the Malliavin calculus Lie algebras Probabilities Nichtkommutative Wahrscheinlichkeit (DE-588)4362758-4 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Lie-Algebra (DE-588)4130355-6 gnd rswk-swf Lie-Algebra (DE-588)4130355-6 s Wahrscheinlichkeitstheorie (DE-588)4079013-7 s Nichtkommutative Wahrscheinlichkeit (DE-588)4362758-4 s DE-604 Privault, Nicolas Sonstige (DE-588)1032387327 oth Erscheint auch als Druck-Ausgabe 978-1-107-12865-1 https://doi.org/10.1017/CBO9781316415054 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Franz, Uwe 1966- Probability on real Lie algebras Lie algebras Probabilities Nichtkommutative Wahrscheinlichkeit (DE-588)4362758-4 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Lie-Algebra (DE-588)4130355-6 gnd |
| subject_GND | (DE-588)4362758-4 (DE-588)4079013-7 (DE-588)4130355-6 |
| title | Probability on real Lie algebras |
| title_auth | Probability on real Lie algebras |
| title_exact_search | Probability on real Lie algebras |
| title_full | Probability on real Lie algebras Uwe Franz, Université de Franche-Comté, and Nicolas Privault, Nanyang Technological University, Singapore |
| title_fullStr | Probability on real Lie algebras Uwe Franz, Université de Franche-Comté, and Nicolas Privault, Nanyang Technological University, Singapore |
| title_full_unstemmed | Probability on real Lie algebras Uwe Franz, Université de Franche-Comté, and Nicolas Privault, Nanyang Technological University, Singapore |
| title_short | Probability on real Lie algebras |
| title_sort | probability on real lie algebras |
| topic | Lie algebras Probabilities Nichtkommutative Wahrscheinlichkeit (DE-588)4362758-4 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Lie-Algebra (DE-588)4130355-6 gnd |
| topic_facet | Lie algebras Probabilities Nichtkommutative Wahrscheinlichkeit Wahrscheinlichkeitstheorie Lie-Algebra |
| url | https://doi.org/10.1017/CBO9781316415054 |
| work_keys_str_mv | AT franzuwe probabilityonrealliealgebras AT privaultnicolas probabilityonrealliealgebras |