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Second quantisation for skew convolution products of measures in Banach spaces


 
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1. Title Title of document Second quantisation for skew convolution products of measures in Banach spaces
 
2. Creator Author's name, affiliation, country David Applebaum; University of Sheffield; United Kingdom
 
2. Creator Author's name, affiliation, country Jan van Neerven; Delft University of Technology; Netherlands
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Second quantisation, skew convolution family, infinitely divisible measure, Wiener-Ito decomposition, Poisson random measure
 
3. Subject Subject classification Primary 81S25, Secondary 47N30, 60B05, 60E07, 60G51, 60G57, 60J35, 60H07
 
4. Description Abstract We study measures in Banach space which arise as the skew convolution product of two other measures where the convolution is deformed by a skew map. This is the structure that underlies both the theory of Mehler semigroups and operator self-decomposable measures. We show how that given such a set-up the skew map can be lifted to an operator that acts at the level of function spaces and demonstrate that this is an example of the well known functorial procedure of second quantisation. We give particular emphasis to the case where the product measure is infinitely divisible and study the second quantisation process in some detail using chaos expansions when this is either Gaussian or is generated by a Poisson random measure.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Netherlands Organisation for Scientific Research (NWO)
 
7. Date (YYYY-MM-DD) 2014-01-17
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/3031
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-3031
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
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