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arxiv: 1311.3239 · v1 · pith:Y4HVB3FHnew · submitted 2013-11-13 · 🧮 math.OA · math.FA· math.PR

On free stochastic processes and their derivatives

classification 🧮 math.OA math.FAmath.PR
keywords freeprocessesstochasticfamilynon-commutativeanalysisarisebases
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We study a family of free stochastic processes whose covariance kernels $K$ may be derived as a transform of a tempered measure $\sigma$. 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 $L^2$ of sample-space. We define a stochastic integral for our family of free processes.

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