Unitary Brownian motions are linearizable
classification
🧮 math.PR
keywords
brownianmotionscontinuitycontinuousmotionunitaryassumptionby-product
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Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent one-dimensional Brownian motions. The proof involves continuous tensor products and continuous quantum measurements. A by-product: a Brownian motion in a separable F-space (not locally convex) is a Gaussian process.
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