Two-state free Brownian motions
Operator Algebras
2011-06-14 v1 Probability
Abstract
In a two-state free probability space , we define an algebraic two-state free Brownian motion to be a process with two-state freely independent increments whose two-state free cumulant generating function is quadratic. Note that a priori, the distribution of the process with respect to the second state is arbitrary. We show, however, that if is a von Neumann algebra, the states are normal, and is faithful, then there is only a one-parameter family of such processes. Moreover, with the exception of the actual free Brownian motion (corresponding to ), these processes only exist for finite time.
Keywords
Cite
@article{arxiv.1006.1132,
title = {Two-state free Brownian motions},
author = {Michael Anshelevich},
journal= {arXiv preprint arXiv:1006.1132},
year = {2011}
}
Comments
21 pages