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arXiv 1311.3239math.OAmath.FAmath.PR
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关于自由随机过程及其导数

On free stochastic processes and their derivatives

Daniel Alpay, Palle Jorgensen, Guy Salomon

摘要:

本文研究一类自由随机过程,其协方差核$K$可以作为一个调和测度$σ$的变换导出.这些过程出现,例如,在考虑涉及自由概率的非交换分析。因此,我们使用半圆分布,而不是高斯分布。在这种情况下,我们找到一个规范正交基在相应的非交换$L^2$的样本空间。我们定义了一个随机积分为我们的家庭的自由过程。

英文摘要:

We study a family of free stochastic processes whose covariance kernels $K$ may be derived as a transform of a tempered measure $σ$. These processes arise, for example, in consideration non-commutative analysis involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this setting we find an orthonormal bases in the corresponding non-commutative $L^2$ of sample-space. We define a stochastic integral for our family of free processes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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