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arXiv · 2204.11636

Non-Commutative Stochastic Processes and Bi-Free Probability

Paul Skoufranis
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Abstract

In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be modelled using technology from bi-free probability. Several important examples are recovered with this approach and new formula are obtained for processes with free increments. The benefits of this approach are also discussed.

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Paul Skoufranis. 2022-04-25. Non-Commutative Stochastic Processes and Bi-Free Probability. https://arxiv.org/abs/2204.11636

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