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Independent Increments

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1538)

Abstract

We present here an introduction to some recent work of the Heidelberg school, due to W. von Waldenfels, P. Glockner, and specially M. Schürmann, on processes with independent increments in a non-commutative setup. This chapter is reduced to the bare essentials, and its purpose is only to lead the reader to the much richer original articles. Some very recent and interesting remarks from Belavkin [6] could be inserted into the chapter just before departure to the publisher’s office. I am in great debt to lectures by Sauvageot in Paris, and Parthasarathy in Strasbourg, which made clear for me how natural coalgebras are in this setup.

Keywords

  • Trigonometric Polynomial
  • Independent Increment
  • Positive Type
  • Finite Support
  • Convolution Semigroup

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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© 1993 Springer-Verlag Berlin Heidelberg

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Meyer, PA. (1993). Independent Increments. In: Quantum Probability for Probabilists. Lecture Notes in Mathematics, vol 1538. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-21558-6_7

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  • DOI: https://doi.org/10.1007/978-3-662-21558-6_7

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56476-8

  • Online ISBN: 978-3-662-21558-6

  • eBook Packages: Springer Book Archive