Article ID Journal Published Year Pages File Type
10527197 Stochastic Processes and their Applications 2014 20 Pages PDF
Abstract
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 of non-commutative analysis involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this setting we find an orthonormal basis in the corresponding non-commutative L2 of sample-space. We define a stochastic integral for our family of free processes.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
, , ,