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...
Gespeichert in:
Hauptverfasser: | , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cambridge :
Cambridge University Press,
2016.
|
Schriftenreihe: | Cambridge tracts in mathematics ;
no. 206. |
Schlagworte: | |
Online-Zugang: | Volltext |
Zusammenfassung: | 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. |
Beschreibung: | 1 online resource (xix, 281 pages) : illustrations |
Bibliographie: | Includes bibliographical references and index. |
ISBN: | 9781316415054 1316415058 9781316661079 1316661075 |
Internformat
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490 | 1 | |a Cambridge tracts in mathematics ; |v no. 206 | |
520 | |a 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. | ||
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |a Boson Fock space -- Real Lie algebras -- Basic probability distributions on Lie algebras -- Noncommutative random variables -- Noncommutative stochastic integration -- Random variables on real Lie algebras -- Weyl calculus on real Lie algebras -- Lévy processes on real Lie algebras -- A guide to the Malliavin calculus -- Noncommutative Girsanov theorem -- Noncommutative integration by parts -- Smoothness of densities on real Lie algebras. | |
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650 | 6 | |a Algèbres de Lie. | |
650 | 6 | |a Probabilités. | |
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650 | 7 | |a Probabilidades |2 embne | |
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650 | 7 | |a Probabilities |2 fast | |
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adam_text | |
any_adam_object | |
author | Franz, Uwe Privault, Nicolas |
author_GND | http://id.loc.gov/authorities/names/n99047150 http://id.loc.gov/authorities/names/no2009054431 |
author_facet | Franz, Uwe Privault, Nicolas |
author_role | aut aut |
author_sort | Franz, Uwe |
author_variant | u f uf n p np |
building | Verbundindex |
bvnumber | localFWS |
callnumber-first | Q - Science |
callnumber-label | QA252 |
callnumber-raw | QA252.3 .F72 2016eb |
callnumber-search | QA252.3 .F72 2016eb |
callnumber-sort | QA 3252.3 F72 42016EB |
callnumber-subject | QA - Mathematics |
collection | ZDB-4-EBA |
contents | Boson Fock space -- Real Lie algebras -- Basic probability distributions on Lie algebras -- Noncommutative random variables -- Noncommutative stochastic integration -- Random variables on real Lie algebras -- Weyl calculus on real Lie algebras -- Lévy processes on real Lie algebras -- A guide to the Malliavin calculus -- Noncommutative Girsanov theorem -- Noncommutative integration by parts -- Smoothness of densities on real Lie algebras. |
ctrlnum | (OCoLC)938434832 |
dewey-full | 512.55 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 512 - Algebra |
dewey-raw | 512.55 |
dewey-search | 512.55 |
dewey-sort | 3512.55 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
format | Electronic eBook |
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spelling | Franz, Uwe, author. http://id.loc.gov/authorities/names/n99047150 Probability on real lie algebras / Uwe Franz, Université de Franche-Comté ; Nicolas Privault, Nanyang Technological University, Singapore. Cambridge : Cambridge University Press, 2016. ©2016 1 online resource (xix, 281 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Cambridge tracts in mathematics ; no. 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. Includes bibliographical references and index. Boson Fock space -- Real Lie algebras -- Basic probability distributions on Lie algebras -- Noncommutative random variables -- Noncommutative stochastic integration -- Random variables on real Lie algebras -- Weyl calculus on real Lie algebras -- Lévy processes on real Lie algebras -- A guide to the Malliavin calculus -- Noncommutative Girsanov theorem -- Noncommutative integration by parts -- Smoothness of densities on real Lie algebras. Print version record. Lie algebras. http://id.loc.gov/authorities/subjects/sh85076782 Probabilities. http://id.loc.gov/authorities/subjects/sh85107090 Probability https://id.nlm.nih.gov/mesh/D011336 Algèbres de Lie. Probabilités. probability. aat MATHEMATICS Algebra Intermediate. bisacsh Álgebras de Lie embne Probabilidades embne Lie algebras fast Probabilities fast Electronic books. Privault, Nicolas, author. http://id.loc.gov/authorities/names/no2009054431 has work: Probability on real lie algebras (Text) https://id.oclc.org/worldcat/entity/E39PCGRtb4T3TxDrR4PcMrtKYd https://id.oclc.org/worldcat/ontology/hasWork Print version: Franz, Uwe. Probability on real Lie algebras. New York, NY : Cambridge University Press, 2016 9781107128651 (DLC) 2015028912 (OCoLC)915159472 Cambridge tracts in mathematics ; no. 206. http://id.loc.gov/authorities/names/n42005726 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1159400 Volltext |
spellingShingle | Franz, Uwe Privault, Nicolas Probability on real lie algebras / Cambridge tracts in mathematics ; Boson Fock space -- Real Lie algebras -- Basic probability distributions on Lie algebras -- Noncommutative random variables -- Noncommutative stochastic integration -- Random variables on real Lie algebras -- Weyl calculus on real Lie algebras -- Lévy processes on real Lie algebras -- A guide to the Malliavin calculus -- Noncommutative Girsanov theorem -- Noncommutative integration by parts -- Smoothness of densities on real Lie algebras. Lie algebras. http://id.loc.gov/authorities/subjects/sh85076782 Probabilities. http://id.loc.gov/authorities/subjects/sh85107090 Probability https://id.nlm.nih.gov/mesh/D011336 Algèbres de Lie. Probabilités. probability. aat MATHEMATICS Algebra Intermediate. bisacsh Álgebras de Lie embne Probabilidades embne Lie algebras fast Probabilities fast |
subject_GND | http://id.loc.gov/authorities/subjects/sh85076782 http://id.loc.gov/authorities/subjects/sh85107090 https://id.nlm.nih.gov/mesh/D011336 |
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 ; Nicolas Privault, Nanyang Technological University, Singapore. |
title_fullStr | Probability on real lie algebras / Uwe Franz, Université de Franche-Comté ; Nicolas Privault, Nanyang Technological University, Singapore. |
title_full_unstemmed | Probability on real lie algebras / Uwe Franz, Université de Franche-Comté ; Nicolas Privault, Nanyang Technological University, Singapore. |
title_short | Probability on real lie algebras / |
title_sort | probability on real lie algebras |
topic | Lie algebras. http://id.loc.gov/authorities/subjects/sh85076782 Probabilities. http://id.loc.gov/authorities/subjects/sh85107090 Probability https://id.nlm.nih.gov/mesh/D011336 Algèbres de Lie. Probabilités. probability. aat MATHEMATICS Algebra Intermediate. bisacsh Álgebras de Lie embne Probabilidades embne Lie algebras fast Probabilities fast |
topic_facet | Lie algebras. Probabilities. Probability Algèbres de Lie. Probabilités. probability. MATHEMATICS Algebra Intermediate. Álgebras de Lie Probabilidades Lie algebras Probabilities Electronic books. |
url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1159400 |
work_keys_str_mv | AT franzuwe probabilityonrealliealgebras AT privaultnicolas probabilityonrealliealgebras |