arXiv subjects

Uwe Franz

Publications and source records attributed to Uwe Franz.

43 records · Page 3Linked to original sources

arXiv2005

Multiplicative monotone convolutions

Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We provide a new proof of this fact based on the combinatorics of moments. We also give a new characterisation of the probability measures that can be embedded into continuous monotone convolution semigroups of probability measures on the unit circle and briefly discuss a relation to Galton-Watson processes.

math.PR↗

arXiv2004

The Theory of Quantum Levy Processes

Various recent results on quantum Lévy processes are presented. The first part provides an introduction to the theory of Lévy processes on involutive bialgebras. The notion of independence used for these processes is tensor independence, which generalizes the notion of independence used in classical probability and corresponds to independent observables in quantum physics. In quantum probability there exist other notions of independence and Lévy processes can also be defined for the five so-called universal independences. This is the topic of the second part. In particular, it is shown that boolean, monotone, and anti-monotone independence can be reduced to tensor independence. Finally, in the third part, several classes of quantum Lévy processes of special interest are considered, e.g., Lévy processes on real Lie algebras or Brownian motions on braided spaces. Several applications of these processes are also presented.

math.PR↗

arXiv2004

Markov property of monotone Lévy processes

Monotone Lévy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone Lévy-Khintchine formula. Monotone Lévy processes turn out to be related to classical Lévy processes via Attal's ``remarkable transformation.'' A monotone analogue of the family of exponential martingales associated to a classical Lévy process is also defined.

math.PR↗

arXiv2002

What is Stochastic Independence?

The notion of a tensor product with projections or with inclusions is defined. It is shown that the definition of stochastic independence relies on such a structure and that independence can be defined in an arbitrary category with a tensor product with inclusions or projections. In this context, the classifications of quantum stochastic independence by Muraki, Ben Ghorbal, and Schürmann become classifications of the tensor products with inclusions for the categories of algebraic probability spaces and non-unital algebraic probability spaces. The notion of a reduction of one independence to another is also introduced. As examples the reductions of Fermi independence and boolean, monotone, and anti-monotone independence to tensor independence are presented.

math.QA↗

arXiv2002

Free Lévy Processes on Dual Groups

We give a short introduction to the theory of Lévy processes on dual groups. As examples we consider Lévy processes with additive increments and Lévy processes on the dual affine group.

math.PR↗

arXiv2001

Limit theorems for the hierarchy of freeness

The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given natural m the limit laws can be expressed in terms of non-crossing partitions of depth smaller or equal to m. For the algebra of polynomials in one variable we solve the associated moment problems and find explicitly the discrete limit measures.

math.QA↗

arXiv2000

Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes

A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties as the derivation and divergence operator on the Wiener space over $\eufrak{h}$. The derivation operator is then used to give sufficient conditions for the existence of smooth Wigner densities for pairs of operators satisfying the canonical commutation relations. For $\eufrak{h}=L^2(\mathbb{R}_+)$, the divergence operator is shown to coincide with the Hudson-Parthasarathy quantum stochastic integral for adapted integrable processes and with the non-causal quantum stochastic integrals defined by Lindsay and Belavkin for integrable processes.

math.PR↗