• 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