On free stochastic processes and their derivatives

preprint2013arXivOpen access

Abstract

We study a family of free stochastic processes whose covariance kernels KK may be derived as a transform of a tempered measure σσ. 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 L2L^2 of sample-space. We define a stochastic integral for our family of free processes.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.