Probability on Real Lie Algebras
Book Details
Format
Hardback or Cased Book
Book Series
Cambridge Tracts in Mathematics
ISBN-10
110712865X
ISBN-13
9781107128651
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 25th, 2016
Print length
302 Pages
Weight
596 grams
Dimensions
16.20 x 25.20 x 3.10 cms
Product Classification:
Probability & statisticsProbability and statistics
Ksh 21,600.00
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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. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory.
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 Levy 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, Levy processes, and the Malliavin calculus.
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