Title of article :
On free stochastic processes and their derivatives
Author/Authors :
Alpay، نويسنده , , Daniel J. Jorgensen، نويسنده , , Palle and Salomon، نويسنده , , Guy، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Pages :
20
From page :
3392
To page :
3411
Abstract :
We study a family of free stochastic processes whose covariance kernels K may be derived as a transform of a tempered measure σ . These processes arise, for example, in consideration of non-commutative analysis involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this setting we find an orthonormal basis in the corresponding non-commutative L 2 of sample-space. We define a stochastic integral for our family of free processes.
Keywords :
Convolution algebra , Non-commutative white noise space , Non-commutative stochastic distributions
Journal title :
Stochastic Processes and their Applications
Serial Year :
2014
Journal title :
Stochastic Processes and their Applications
Record number :
1579429
Link To Document :
بازگشت