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Full-Text Articles in Algebra
On Free Stochastic Processes And Their Derivatives, Daniel Alpay, Palle Jorgensen, Guy Salomon
On Free Stochastic Processes And Their Derivatives, Daniel Alpay, Palle Jorgensen, Guy Salomon
Mathematics, Physics, and Computer Science Faculty Articles and Research
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 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 noncommutative L2 of sample-space. We define a stochastic integral for our family of free processes.