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Related papers: The Theory of Quantum Levy Processes

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We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit…

Category Theory · Mathematics 2022-10-11 Malte Gerhold , Stephanie Lachs , Michael Schürmann

The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…

Logic · Mathematics 2009-10-27 Siu-Ah Ng

We describe basic motivations behind quantum or noncommutative probability, introduce quantum L\'evy processes on compact quantum groups, and discuss several aspects of the study of the latter in the example of quantum permutation groups.…

Quantum Algebra · Mathematics 2016-09-29 Uwe Franz , Anna Kula , Adam Skalski

Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…

Statistics Theory · Mathematics 2024-11-13 Sebastian Engelke , Jevgenijs Ivanovs , Jakob D. Thøstesen

A general connection between the characteristic function of a L\'evy process and loss of coherence of the statistical operator describing the center of mass degrees of freedom of a quantum system interacting through momentum transfer events…

Quantum Physics · Physics 2007-05-23 Bassano Vacchini

L\'evy processes on bialgebras are families of infinitely divisible representations. We classify the generators of L\'evy processes on the compact forms of the quantum algebras $U_q(g)$, where $g$ is a simple Lie algebra. Then we show how…

Probability · Mathematics 2007-05-23 V. K. Dobrev , H. -D. Doebner , U. Franz , R. Schott

These lectures notes aim at introducing L\'{e}vy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of L\'{e}vy processes. We analyze a `toy' example of a…

Pricing of Securities · Quantitative Finance 2008-12-02 Antonis Papapantoleon

We give a short introduction to the theory of L\'evy processes on dual groups. As examples we consider L\'evy processes with additive increments and L\'evy processes on the dual affine group.

Probability · Mathematics 2007-05-23 Uwe Franz

In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…

Operator Algebras · Mathematics 2016-09-08 Paul Skoufranis

We consider a natural analogue of Brownian motion on free orthogonal quantum groups and prove that it exhibits a cutoff at time $N\ln(N)$. Then, we study the induced classical process on the real line and compute its atoms and density. This…

Probability · Mathematics 2021-01-05 Amaury Freslon , Lucas Teyssier , Simeng Wang

Quantum theory predicts probabilities as well as relative phases between different alternatives of the system. A unified description of both probabilities and phases comes through a generalisation of the notion of a density matrix for…

Quantum Physics · Physics 2016-09-08 Charis Anastopoulos

This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…

Probability · Mathematics 2020-07-13 Francesca Collet , Fabrizio Leisen , Steen Thorbjørnsen

We construct in the small-time setting the upper and lower estimates for the transition probability density of a L\'evy process in $\rn$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse…

Probability · Mathematics 2013-10-29 V. Knopova

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

Probability · Mathematics 2024-11-14 Julien Fageot , Alireza Fallah , Thibaut Horel

In this paper we analyze the transient behavior of the workload process in a L\'evy input queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential…

Probability · Mathematics 2015-03-18 Nicos Starreveld , René Bekker , Michel Mandjes

The present survey results from the will to reconcile two approaches to quantum probabilities: one rather physical and coming directly from quantum mechanics, the other more algebraic. The second leading idea is to provide a unified picture…

Mathematical Physics · Physics 2022-10-18 Raphael Chetrite , Frederic Patras

Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…

chao-dyn · Physics 2009-10-31 Dimitri Kusnezov , Aurel Bulgac , Giu Do Dang

This Ph.D. thesis provides a comprehensive review of the state-of-the-art in the field of Variational Quantum Algorithms and Quantum Machine Learning, including numerous original contributions. The first chapters are devoted to a brief…

Quantum Physics · Physics 2023-06-19 Stefano Mangini

In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…

Probability · Mathematics 2011-04-05 Lev Sakhnovich

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…

Probability · Mathematics 2016-12-20 Harry Crane
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