Event Details
What are non-commutative Brownian motions?
Presenter: Dr. Claus Koestler - Department of Mathematics and Statistics, Queen's University
Supervisor:
Date: Fri, March 7, 2003
Time: 14:30:00 - 00:00:00
Place: Clearihue D-267
ABSTRACT
ABSTRACT:
Brownian motion is one of the most interesting stochastic processes in(classical) probability. Its theory has a tremendous impact on many other mathematical disciplines. But up to now an operator algebraic notion of Brownian motion and its theory is still missing.
The aim of my talk is to introduce such an approach and to survey recent results on non-commutative Brownian motions. In particular, I will present a first characterization of non-commutative Brownian motions. It is inspired by Levy's martingale characterization of classical Brownian motion and gives new applications to Pisier-Xu's non-commutative martingale inequalities.
Refreshments will be served at 2:00 p.m.
Dr. Koestler is a candidate for the Pure Mathematics position in the Department.