Related papers: Approximation and limit theorems for quantum stoch…
We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…
We give a new method for proving the homomorphic property of a quantum stochastic ow satisfying a quantum stochastic differential equation with unbounded coefficients, under some further hypotheses. As an application, we prove a Trotter…
In this paper, we introduce formulations of the Trotter Kato theorem for approximation of bi continuous semigroups that provide a useful framework whenever convergence of numerical approximations to solutions of PDEs are studied with…
Using the Trotter-Kato theorem we prove the convergence of the unitary dynamics generated by an increasingly singular Hamiltonian in the case of a single field coupling. The limit dynamics is a quantum stochastic evolution of…
We treat the convergence of Carleman linearization of nonlinear evolutionary equations through the approximation theory of strongly continuous semigroups, by Carleman embedding the underlying nonlinear semigroups as linear semigroups.…
The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…
The article summarizes some developments about a singular versions of the Sturm Comparison and Separation theorems where the coefficients or the interval of definition may be unbounded.
We use a version of the Trotter-Kato approximation theorem for strongly continuous semigroups in order to study flows on growing networks. For that reason we use the abstract notion of direct limits in the sense of category theory.
In this paper, we study the convergence for solutions to a sequence of (possibly degenerate) stochastic differential equations with jumps, when the coefficients converge in some appropriate sense. Our main tools are the superposition…
Motivated by the work of T.E. Govindan in [5,8,9], this paper is concerned with a more general semilinear stochastic evolution equation. The difference between the equations considered in this paper and the previous one is that it makes…
A Trotter product formula is established for unitary quantum stochastic processes governed by quantum stochastic differential equations with constant bounded coefficients.
We provide a new perturbation theorem for substochastic semigroups on abstract AL spaces extending Kato's perturbation theorem to non-densely defined operators. We show how it can be applied to piecewise deterministic Markov processes and…
A natural formulation of the theory of quantum measurements in continuous time is based on quantum stochastic differential equations (Hudson-Parthasarathy equations). However, such a theory was developed only in the case of…
We consider the dynamics $t\mapsto\tau_t$ of an infinite quantum lattice system that is generated by a local interaction. If the interaction decomposes into a finite number of terms that are themselves local interactions, we show that…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
A new method for the construction of Fock-adapted operator Markovian cocycles is outlined, and its use is illustrated by application to a number of examples arising in physics and probability. The construction uses the Trotter-Kato Theorem…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…
We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…