Generators of some non-commutative stochastic processes
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 -Brownian motion, and for the two-state free Brownian motions.
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