Abstract :
In a two-state free probability space (A,ϕ,ψ), we define an algebraic two-state free Brownian motion
to be a process with two-state freely independent increments whose two-state free cumulant generating
function Rϕ,ψ(z) is quadratic. Note that a priori, the distribution of the process with respect to the second
state ψ is arbitrary. We show, however, that if A is a von Neumann algebra, the states ϕ, ψ are normal, and
ϕ is faithful, then there is only a one-parameter family of such processes. Moreover, with the exception of
the actual free Brownian motion (corresponding to ϕ = ψ), these processes only exist for finite time.
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Keywords :
Free Probability , Free Brownian motion , Two-state non-commutative probability space , Free stochasticintegral