Probability on Real Lie Algebras

Name: Probability on Real Lie Algebras
SKU: 23139225
Price: 270.99 AUD
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Hardback

Series:

Cambridge Tracts in Mathematics

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Description

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.

Author Biography:

Uwe Franz is Professor at the Laboratoire de Mathématiques, UFR Sciences et Techniques, Université de Franche-Comté, Besançon, France. Nicolas Privault is Associate Professor in the Division of Mathematical Sciences, School of Physical and Mathematical Sciences, at Nanyang Technological University, Singapore.

Release date Australia

January 25th, 2016

Author

Audience

Professional & Vocational

Illustrations

Worked examples or Exercises; 2 Line drawings, unspecified

Pages

302

Series

Cambridge Tracts in Mathematics

Dimensions

152x229x21

ISBN-13

9781107128651

Product ID

23139225

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