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On a quantum causal stochastic double product integral related to L\'evy area

Mathematical Physics 2015-06-16 v1 Combinatorics math.MP Operator Algebras

Abstract

We study the family of causal double product integrals \begin{equation*} \prod_{a < x < y < b}\left(1 + i{\lambda \over 2}(dP_x dQ_y - dQ_x dP_y) + i {\mu \over 2}(dP_x dP_y + dQ_x dQ_y)\right) \end{equation*} where PP and QQ are the mutually noncommuting momentum and position Brownian motions of quantum stochastic calculus. The evaluation is motivated heuristically by approximating the continuous double product by a discrete product in which infinitesimals are replaced by finite increments. The latter is in turn approximated by the second quantisation of a discrete double product of rotation-like operators in different planes due to a result in [Hudson-Pei2015]. The main problem solved in this paper is the explicit evaluation of the continuum limit WW of the latter, and showing that WW is a unitary operator. The kernel of WW is written in terms of Bessel functions, and the evaluation is achieved by working on a lattice path model and enumerating linear extensions of related partial orderings, where the enumeration turns out to be heavily related to Dyck paths and generalisations of Catalan numbers.

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Cite

@article{arxiv.1506.04294,
  title  = {On a quantum causal stochastic double product integral related to L\'evy area},
  author = {Robin Hudson and Yuchen Pei},
  journal= {arXiv preprint arXiv:1506.04294},
  year   = {2015}
}

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38 pages