Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9495922 | Journal of Functional Analysis | 2005 | 25 Pages |
Abstract
The non-commutative Malliavin calculus on the Heisenberg-Weyl algebra is extended to the affine algebra. A differential calculus and a non-commutative integration by parts are established. As an application we obtain sufficient conditions for the smoothness of Wigner-type laws of non-commutative random variables with gamma or continuous binomial marginals.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Uwe Franz, Nicolas Privault, René Schott,