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Related papers: Non-Commutative Stochastic Processes and Bi-Free P…

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Transition amplitudes and transition probabilities are relevant to many areas of physics simulation, including the calculation of response properties and correlation functions. These quantities can also be related to solving linear systems…

Quantum Physics · Physics 2023-09-18 Nicolas PD Sawaya , Joonsuk Huh

We introduce a theory of non-commutative $L^{p}$ spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic…

Probability · Mathematics 2023-05-16 Francesco C. De Vecchi , Luca Fresta , Maria Gordina , Massimiliano Gubinelli

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

In a mathematical context in which one can multiply distributions the "`formal"' nonperturbative canonical Hamiltonian formalism in Quantum Field Theory makes sense mathematically, which can be understood a priori from the fact the so…

Mathematical Physics · Physics 2018-01-12 J. Aragona , P. Catuogno , J. F. Colombeau , S. O. Juriaans , C. Olivera

We analyze general aspects of exchangeable quantum stochastic processes, as well as some concrete cases relevant for several applications to Quantum Physics and Probability. We establish that there is a one-to-one correspondence between…

Probability · Mathematics 2013-10-08 Vito Crismale , Francesco Fidaleo

Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…

Probability · Mathematics 2021-10-05 K. Ebrahimi-Fard , F. Patras , N. Tapia , L. Zambotti

It is known from previous work of the authors that non-negative arbitrage free price processes in finance can be described in terms of filtered likelihood processes of statistical experiments and vice versa. The present paper summarizes and…

Probability · Mathematics 2014-08-27 Arnold Janssen , Martin Tietje

Bicoherence analysis is a well established method for identifying the quadratic nonlinearity of stationary processes. However, it is often applied without checking the basic assumptions of stationarity and convergence. The classic…

Signal Processing · Electrical Eng. & Systems 2018-11-08 Peter Zsolt Poloskei , Gergely Papp , Gabor Por , Laszlo Horvath , Gergo I. Pokol

We show that including both the system and the apparatus in the quantum description of the measurement process, and using the concept of conditional probabilities, it is possible to deduce the statistical operator of the system after a…

Quantum Physics · Physics 2008-11-29 R. Laura , L. Vanni

Transition Probability (fidelity) for pairs of density operators can be defined as "functor" in the hierarchy of "all" quantum systems and also within any quantum system. The introduction of "amplitudes" for density operators allows for a…

Quantum Physics · Physics 2016-04-08 Armin Uhlmann

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of…

General Finance · Quantitative Finance 2015-05-13 Fabio Bagarello

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

The Principle of Complementarity of Probabilities based on of noncommutative probability is introduced.

Quantum Physics · Physics 2011-05-10 Andrei Khrennikov , Sergei Kozyrev

This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…

Probability · Mathematics 2025-11-04 Swagatam Das

We present a tractable non-independent increment process which provides a high modeling flexibility. The process lies on an extension of the so-called Harris chains to continuous time being stationary and Feller. We exhibit constructions,…

Applications · Statistics 2016-05-19 Michelle Anzarut , Ramses H. Mena

We present a new description of the known large deviation function of the classical symmetric simple exclusion process by exploiting its connection with the quantum symmetric simple exclusion processes and using tools from free probability.…

Mathematical Physics · Physics 2023-09-27 Michel Bauer , Denis Bernard , Philippe Biane , Ludwig Hruza

It is well-known that a quantum measurement can enhance the transition probability between two quantum states. Such a measurement operates after preparation of the initial state and before postselecting for the final state. Here we analyze…

Quantum Physics · Physics 2010-08-20 Tobias Fritz

An "element-free" probability distribution is what remains of a probability distribution after we forget the elements to which the probabilities were assigned. These objects naturally arise in Bayesian statistics, in situations where…

Logic in Computer Science · Computer Science 2024-05-29 Victor Blanchi , Hugo Paquet

The topology transition problem of transmission networks is becoming increasingly crucial with topological flexibility more widely leveraged to promote high renewable penetration. This paper proposes a novel methodology to address this…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Tong Han , Yue Song , David J. Hill
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