Non-Commutative Stochastic Processes and Bi-Free Probability
Operator Algebras
2022-04-26 v1 Probability
Abstract
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be modelled using technology from bi-free probability. Several important examples are recovered with this approach and new formula are obtained for processes with free increments. The benefits of this approach are also discussed.
Cite
@article{arxiv.2204.11636,
title = {Non-Commutative Stochastic Processes and Bi-Free Probability},
author = {Paul Skoufranis},
journal= {arXiv preprint arXiv:2204.11636},
year = {2022}
}