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arxiv: 1104.1381 · v4 · pith:X24NU7ZFnew · submitted 2011-04-07 · 🧮 math.OA · math.PR

Generators of some non-commutative stochastic processes

classification 🧮 math.OA math.PR
keywords operatorskindprocesstransitionbrownianfreegeneratorscompute
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A fundamental result of Biane (1998) states that a process with freely independent increments has the Markov property, but that there are two kinds of free Levy processes: the first kind has stationary increments, while the second kind has stationary transition operators. We show that a process of the first kind (with mean zero and finite variance) has the same transition operators as the free Brownian motion with appropriate initial conditions, while a process of the second kind has the same transition operators as a monotone Levy process. We compute an explicit formula for the generators of these families of transition operators, in terms of singular integral operators, and prove that this formula holds on a fairly large domain. We also compute the generators for the $q$-Brownian motion, and for the two-state free Brownian motions.

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