English

Generators of some non-commutative stochastic processes

Operator Algebras 2014-03-10 v4 Probability

Abstract

A fundamental result of Biane (1998) states that a process with freely independent increments has the Markov property, but that there are two kinds of free Levy processes: the first kind has stationary increments, while the second kind has stationary transition operators. We show that a process of the first kind (with mean zero and finite variance) has the same transition operators as the free Brownian motion with appropriate initial conditions, while a process of the second kind has the same transition operators as a monotone Levy process. We compute an explicit formula for the generators of these families of transition operators, in terms of singular integral operators, and prove that this formula holds on a fairly large domain. We also compute the generators for the qq-Brownian motion, and for the two-state free Brownian motions.

Keywords

Cite

@article{arxiv.1104.1381,
  title  = {Generators of some non-commutative stochastic processes},
  author = {Michael Anshelevich},
  journal= {arXiv preprint arXiv:1104.1381},
  year   = {2014}
}

Comments

v4: a single correction in Remark 14. v3: minor revision. v2: Theorem 13 added, abstract modified accordingly

R2 v1 2026-06-21T17:50:56.137Z