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Register a new userDoob equivalence and non-commutative peaking for Markov chains
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In this paper we show how questions about operator algebras constructed from stochastic matrices motivate new results in the study of harmonic functions on Markov chains. More precisely, we characterize coincidence of conditional probabilities in terms of (generalized) Doob transforms, which then leads to a stronger classification result for the associated operator algebras in terms of spectral radius and strong Liouville property. Furthermore, we characterize the non-commutative peak points of the associated operator algebra in a way that allows one to determine them from inspecting the matrix. This leads to a concrete analogue of the maximum modulus principle for computing the norm of operators in the ampliated operator algebras.
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We adapt the theory of chordal Loewner chains to the operator-valued matricial upper-half plane over a $C^*$-algebra $mathcal{A}$. We define an $mathcal{A}$-valued chordal Loewner chain as a subordination chain of analytic self-maps of the $mathcal{A}$-valued upper half-plane, such that each $F_t$ is the reciprocal Cauchy transform of an $mathcal{A}$-valued law $mu_t$, such that the mean and variance of $mu_t$ are continuous functions of $t$. We relate $mathcal{A}$-valued Loewner chains to processes with $mathcal{A}$-valued free or monotone independent independent increments just as was done in the scalar case by Bauer (Lowners equation from a non-commutative probability perspective, J. Theoretical Prob., 2004) and Schei{ss}inger (The Chordal Loewner Equation and Monotone Probability Theory, Inf. Dim. Anal., Quantum Probability, and Related Topics, 2017). We show that the Loewner equation $partial_t F_t(z) = DF_t(z)[V_t(z)]$, when interpreted in a certain distributional sense, defines a bijection between Lipschitz mean-zero Loewner chains $F_t$ and vector fields $V_t(z)$ of the form $V_t(z) = -G_{ u_t}(z)$ where $ u_t$ is a generalized $mathcal{A}$-valued law. Based on the Loewner equation, we derive a combinatorial expression for the moments of $mu_t$ in terms of $ u_t$. We also construct non-commutative random variables on an operator-valued monotone Fock space which realize the laws $mu_t$. Finally, we prove a version of the monotone central limit theorem which describes the behavior of $F_t$ as $t to +infty$ when $ u_t$ has uniformly bounded support.
We study $N$-ary non-commutative notions of independence, which are given by trees and which generalize free, Boolean, and monotone independence. For every rooted subtree $mathcal{T}$ of the $N$-regular tree, we define the $mathcal{T}$-free product of $N$ non-commutative probability spaces and we define the $mathcal{T}$-free additive convolution of $N$ non-commutative laws. These $N$-ary convolution operations form a topological symmetric operad which includes the free, Boolean, monotone, and anti-monotone convolutions, as well as the orthogonal and subordination convolutions. Using the operadic framework, the proof of convolution identities (such as the relation between free, monotone, and subordination convolutions studied by Lenczewski) can be reduced to combinatorial manipulations of trees. We also develop a theory of $mathcal{T}$-free independence that closely parallels the free, Boolean, and monotone cases, provided that the root vertex has more than one neighbor. In particular, we study the case where the root vertex of $mathcal{T}$ has $n$ children and each other vertex has $d$ children, and we relate the $mathcal{T}$-free convolution powers to free and Boolean convolution powers and the Belinschi-Nica semigroup.
The purpose of this short note was to outline the current status, then in 2011, of some research programs aiming at a categorification of parts of A.Connes non-commutative geometry and to provide an outlook on some possible subsequent developments in categorical non-commutative geometry.
In the present paper we study a unified approach for Quantum Markov Chains. A new quantum Markov property that generalizes the old one, is discussed. We introduce Markov states and chains on general local algebras, possessing a generic algebraic property, including both Boson and Fermi algebras. The main result is a reconstruction theorem for quantum Markov chains in the mentioned kind of local algebras. Namely, this reconstruction allows the reproduction of all existing examples of quantum Markov chains and states.
In probability theory, the independence is a very fundamental concept, but with a little mystery. People can always easily manipulate it logistically but not geometrically, especially when it comes to the independence relationships among more that two variables, which may also involve conditional independence. Here I am particularly interested in visualizing Markov chains which have the well known memoryless property. I am not talking about drawing the transition graph, instead, I will draw all events of the Markov process in a single plot. Here, to simplify the question, this work will only consider dichotomous variables, but all the methods actually can be generalized to arbitrary set of discrete variables.
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