On free stochastic processes and their derivatives |
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Authors: | Daniel Alpay Palle Jorgensen Guy Salomon |
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Affiliation: | 1. Department of Mathematics, Ben Gurion University of the Negev, P.O.B. 653, Be’er Sheva 84105, Israel;2. Department of Mathematics, 14 MLH The University of Iowa, Iowa City, IA 52242-1419, USA |
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Abstract: | 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 of non-commutative analysis involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this setting we find an orthonormal basis in the corresponding non-commutative L2 of sample-space. We define a stochastic integral for our family of free processes. |
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Keywords: | primary, 16S99, 60H40, 93B07 secondary, 93A25 |
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