On free stochastic processes and their derivatives
Operator Algebras
2013-11-14 v1 Functional Analysis
Probability
Abstract
We study a family of free stochastic processes whose covariance kernels may be derived as a transform of a tempered measure . These processes arise, for example, in consideration non-commutative analysis involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this setting we find an orthonormal bases in the corresponding non-commutative of sample-space. We define a stochastic integral for our family of free processes.
Cite
@article{arxiv.1311.3239,
title = {On free stochastic processes and their derivatives},
author = {Daniel Alpay and Palle Jorgensen and Guy Salomon},
journal= {arXiv preprint arXiv:1311.3239},
year = {2013}
}