On a quantum causal stochastic double product integral related to L\'evy area
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 and 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 of the latter, and showing that is a unitary operator. The kernel of 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.
Keywords
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}
}
Comments
38 pages