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Nov 30, 2013

The Concept of Moments of Order Invariant Quantum

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The Concept of Moments of Order Invariant Quantum

International peer-reviewed academic journals call for papers, http://www.iiste.org

Attribution Non-Commercial (BY-NC)

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24, 2013

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Bassi, I.G. , Markus Samaila, Okechukwu C. E. Department of Maths/Stat, University of Maiduguri - Nigeria E- Mail of corresponding Author bassiibrahim@yahoo.com

L VY

Abstract Important information about stationary flows (BI)I is contained in moments of the corresponding

L vy process. We consider the case where we have an order invariance of the moments of the increments, in

the sense that such moments do not change if we shift the increments against each other, as long as we do not change the relative position of the intervals. We then show that for large classes of quantum one can make precise statements about the time behaviour of their moments. Keywords: Von Neumann algebras, Stationary flows and quantum moments. 1. Introduction

L vy processes

L vy processes, i.e. processes with stationary and independent processes, or `white noises` as models for their

derivatives, form one of the most important classes of classical stochastic processes, and the understanding of their structure was instrumental for many developments in classical probability theory. It is to be expected that the understanding of non- commutative versions of theory of non commutative stochastic processes. Important information about stationary flows (BI)I is contained in moments of the corresponding

L vy process. In this we will address some of the canonical basic questions of this theory; namely how we can

distinguish between different non commutative white noises; and what can be said about the time behaviour of their moments. Even though a general answer to these problems for the class of all non commutative

L vy process seems to be out of reach but we are able to provide answers to these questions for some quite

large classes of non commutative white noises. We want to generalize the notion of a classical process with stationary and independent increments to a non commutative setting. In the classical setting, it is not only the process itself which is of importance, but sometimes one is more interested in the structure of the associated filtration of - algebras of the increments. In the same way, we find it advantageous in the non commutative case to distinguish between the filtration generated by the process, and the process itself. In the non-commutative setting, the filtration is given by the von Neumann algebras generated by (or, in the case of unbounded operators, affiliated to) the increments of the process. We will restrict to the finite case, i.e. where the underlying state a trace.

is

Advances in Physics Theories and Applications ISSN 2224-719X (Paper) ISSN 2225-0638 (Online) Vol.24, 2013

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L vy Processes

(Bt ) t 0 the corresponding quantum L vy process. Then there exist

t>0

(Bt ) = t,

2 2 (B2 t ) = t + t, 3 3 2 (B3 t ) = t + 3 t + t.

Bs + t = B[0,s) + B[s,s + t ),

and thus

which gives, by continuity, the equation for the first moment, with For the second moment we get

2 2 2 Bs + t = B[0,s) + B[0,s) .B[s,s + t ) + B[s,s + t) .B[0,s) + B[s,s + t) .

= (B1 ).

2 2 2 (Bs + t ) = (Bs ) + (B t ) + 2 (Bs ) (B t ),

which implies the equation for the second moment. Similarly, one shows the result for the third moment as follows,

3 2 2 2 2 3 B3 s + t = B[0,s) + B[0,s) .B[s,s + t ) + 2B[0,s) B[s.s + t) + 2B[s,s + t ) .B[0,s) + B[s,s + t) B[0,s) + B[s,s + t) , 3 2 2 3 B3 s + t = B[0,s) + 3B[0,s) B[s,s + t ) + 3B[s,s + t) B[0,s) + B[s,s + t) .

3 3 2 2 (B3 s + t ) = (Bs ) + (B t ) + 3(Bs ) (B t ) + 3(B t ) (Bs ).

2.2 Remark: - independence: for all I, J with I J = we have that (ab) = (a)(b) for all a MI and b MJ, where MI and MJ are von Neumann subalgebras of M Notes: we can also phrase the - independence in the following form: for all s < t <u, M[s,t) M[s,u) M[t,u) is a commuting square S.Popa[1983]. If the von Neumann algebra M is commutative, independence is equivalent to the usual notion of stochastic independence in probability theory.

Advances in Physics Theories and Applications ISSN 2224-719X (Paper) ISSN 2225-0638 (Online) Vol.24, 2013

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Note that pyramidal independence does not allow us to calculate all mixed moments of fourth and higher order: e.g., we cannot make a general statement about

similar statements are not accessible for higher moments. Nevertheless, explicit polynomial bounds for the growth of higher moments are established in C Kostler[2000],[preprint],[2002]. However, if we require some more special structure, then we can say much more about the behaviour of higher moments. In this work we consider the case where we have an order invariance of the moments of the increments, in the sense that such moments do not change if we shift the increments against each other, as long as we do not change the relative position of the intervals. We first consider a discrete version of this before we treat the continuous case. 3. Limit For Order Invariant Distributions Consider random variables b i For an n-tuple i:{1,.,n} {1,....., N} we put

(N) (N) ( N) bi( N) = bi(1) , bi(2) ,....., bi(n) .

( N)

For an i as above, we denote by |i| the number of elements in the range of i. 3.1 Definitions: (a) Let i,j : {1,..,n} if be two n-tuples of indices. We say that they are order equivalent, denoted by i j,

We denote by (n) the set of equivalence classes for maps i:{1,.,n} N under this order equivalence. Note that for each n this is a finite set. (b) We say that the distribution of the variables bi

(N

n, N

j that

(bi( N) ) = (b(j N) ).

In this case we denote, for 3.2 Remark:

(N)

Given such order invariant random variables, one can make quite precise statements about the moments of the sums b1

(N)

N

10

Advances in Physics Theories and Applications ISSN 2224-719X (Paper) ISSN 2225-0638 (Online) Vol.24, 2013

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Define

(N) SN = b1 + .... + b (NN ) .

N

lim (Sn N) =

O(n)

c() ,

where the

# {i :{1,...., n} {1,..., N}

N

||

1 . | |!

4. Moments Of Order Invariant Quantum L VY Processes. In the following, we will use, for two intervals I, J , the notation I < J to indicate that we have s < t for all s I and t J. 4.1 Definition Let (BI)I be a flow. We say that the flow (or its corresponding quantum we have for all I1, ...., I n with

I I = (, = 1,...., n) that

for all

t1 ,....., t n with the property that, for all , = 1,...., n , I < I implies I + t < I + t .

4.2 Remark: that an order invariant flow is in particular stationary. Consider such an order invariant flow (BI)I . Put

bi(N) = B i 1

[

i , ). N N

(N)

n (B1 )=

(N)

is order

O(n)

c() ,

if all

N

4.3 Proposition Let (BI)I be an order invariant flow. Then, for all n and

N

Proof. We will prove this, for fixed n, by induction over the length of

.

11

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(N) (N) (N) N||(b ) = N n (bi(1) ....bi(n) )

i = (i(1),....,i(n)) is a tuple of n

( N) ( N) = N n (bi(1) )....(bi(n) )

(N) n = N n (b1 )

= (N(B

[0,

1 ) N

)) n

= (B1 ) n ,

and hence the limit

n c() = limN|| (b(N) ) = (B1 ) exists.

(n) and assumed that we have proved the existence of the limits

(B[i(1),i(1) +1) ....B[i(n ),i(n ) +1) ).

c( ) for all (n) with | |>| | . Choose an n tuple i = (i(1),....,i(n)) and consider

We now decompose the intervals of length 1 into N subintervals of length 1/N, so that we can write this also as

(( B

k (1) =1

[i(1) +

......(

k (n ) =1

[i(n ) +

k (n ) 1 k (n ) ,i(n ) + ) N N

)).

If we multiply this out and collect terms together with the same relative position of the subintervals, then we get a sum of terms, one of which is exactly N (b ), and the other are of the form

(N) ||

terms have a finite limit for

N.

|| (N)

Since the left hand side of our equation does not depend on N, the term N (b ) must also have a finite limit for N . The same argument works if we replace the time 1 by an arbitrary time t. In this case, we get the existence of the limits

N

12

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cs () = c().s||

for all s

N

t , we have

N

Note that for each block of

we can choose either the increments from i to i + t/N or the increments from i + t/n to i + 2t/N to match up, i.e. each block of contributes a factor 2. On the other hand, terms which match for

some block an increment from i to i + t/N with an increment from i + t/N to i + t/N to i + 2t/N vanish in the limit, because they correspond to a with give a non trivial limit. In the same way one can see that for any k

and any t

we have

c kt () = k ||c t ().

This finally yields the assertion. 5. Conclusion By invoking t for each block of

one could also derive functional equations for quantities which, together with

t . However, we do not

n

the fact that they are measurable, would extend the statement of lemma above to all

need this because the continuity of the moments (B t ) allows us to extend the statement from rational to all real times t as can be summarize in the following; 5.1 Theorem Let

(Bt ) t 0 be an order invariant quantum L vy process. Then there exist constants c() for all such

and all

t0

(Bn t ) =

1 c()t || . | | ! O(n)

References

C.K stler, (2000) : Quanten-Morkoff-process Ph.D. Thesis, Stuttgart C.K stler, (2002): A quantum stochastic extension of stone`s Theorem. In Advances in Quantum

Dynamics South Hadley, MA, , 209-222 J. Diximer, (1981) : von Neumann algebras, North Holland Mathematical Library, 27,. M. Gordina, (2002): Noncommutative integration in examples, notes

13

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U. Haagerup, (1977): Lp- spaces associated with an arbitrary von Neumann algebra, Algbres d`oprateurs et ieurs applications on physique mathmatique (proc. Colloq); Marscille,175-184 E. Nelson, (1974): Notes on non-commutative integration, Journal of Functional Analysis, 15, 103-116 S. Popa, (1983): Orthogonal pairs of *-subalgebras in finite von Neumann algebras. J. Operator Theory 9 253268 G. Pisier, and Q. Xu (2003): Non-commutative Lp-spaces. In Handbook of the geometry of Banach spaces, 2, 1459-1517, North Holland, Amsterdam. I.E. Segal, (1956): Tensor algebrasover Hilbert spaces, Ann. of Math., , 63, 160-175. I.E. Segal, (1953): A non-commutative extension of abstract integration, Ann. of Math., 57 401457.

R. Speicher, and W. von Waidenfeis, (1994): A general limit theorem and invariance principle. In Quantum probability and Related Topics IX 371-387, M. Terp, Lp-spaces associated with von Neumann algebras, manuscript. B. Tsirelson (2004): Nonclassical stochastic flows and continuous products. Prob. Surv. 1, 173-298 (electronic) D. Voiculescu, (2002): Free entropy.Bull London Math. Soc. 34 257-278.

14

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