Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527197 | Stochastic Processes and their Applications | 2014 | 20 Pages |
Abstract
We study a family of free stochastic processes whose covariance kernels K may be derived as a transform of a tempered measure Ï. 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
Daniel Alpay, Palle Jorgensen, Guy Salomon,