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Register a new userUnitary processes with independent increments and representations of Hilbert tensor algebras
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The aim of this article is to characterize unitary increment process by a quantum stochastic integral representation on symmetric Fock space. Under certain assumptions we have proved its unitary equivalence to a Hudson-Parthasarathy flow.
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In this paper, we study unitary Gaussian processes with independent increments with which the unitary equivalence to a Hudson-Parthasarathy evolution systems is proved. This gives a generalization of results in [16] and [17] in the absence of the stationarity condition.
This is a continuation of the earlier work cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain of the generator, unitary equivalence of the processes to the solution of Hudson-Parthasarathy equation is proved.
We consider a continuous time version of Cramers theorem with nonnegative summands $ S_t=frac{1}{t}sum_{i:tau_ile t}xi_i, t toinfty, $ where $(tau_i,xi_i)_{ige 1}$ is a sequence of random variables such that $tS_t$ is a random process with independent increments.
In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonlinear expectation under which the given two processes can be seen as a new process with independent increments.
We prove that every positive semidefinite matrix over the natural numbers that is eventually 0 in each row and column can be factored as the product of an upper triangular matrix times a lower triangular matrix. We also extend some known results about factorization with respect to tensor products of nest algebras. Our proofs use the theory of reproducing kernel Hilbert spaces.
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