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Capelli processes

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preprint
posted on 2007-02-28, 11:54 authored by R.L. Hudson
We introduce a family of stochastic processes associated with the invariants of the general linear group of which that corresponding to the trace is the Poisson process. Though these are classical processes, multidimensional quantum stochastic calculus is used to construct them and to establish their properties.

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School

  • Science

Department

  • Mathematical Sciences

Pages

216279 bytes

Publication date

2007

Notes

This is a pre-print.

Language

  • en

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