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
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