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Quasifree martingales

Operator Algebras 2018-01-18 v1 Mathematical Physics Functional Analysis math.MP Probability

Abstract

A noncommutative Kunita-Watanabe-type representation theorem is established for the martingales of quasifree states of CCR algebras. To this end the basic theory of quasifree stochastic integrals is developed using the abstract It\^o integral in symmetric Fock space, whose interaction with the operators of Tomita-Takesaki theory we describe. Our results extend earlier quasifree martingale representation theorems in two ways: the states are no longer assumed to be gauge-invariant, and the multiplicity space may now be infinite-dimensional. The former involves systematic exploitation of Araki's Duality Theorem. The latter requires the development of a transpose on matrices of unbounded operators, defying the lack of complete boundedness of the transpose operation.

Keywords

Cite

@article{arxiv.1203.6693,
  title  = {Quasifree martingales},
  author = {J. Martin Lindsay and Oliver T. Margetts},
  journal= {arXiv preprint arXiv:1203.6693},
  year   = {2018}
}

Comments

29 pages

R2 v1 2026-06-21T20:42:11.790Z