14 results on '"Claus Köstler"'
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2. A Central Limit Theorem for Star-Generators of $${S}_{\infty }$$, Which Relates to the Law of a GUE Matrix
- Author
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Claus Köstler and Alexandru Nica
- Subjects
Statistics and Probability ,General Mathematics ,Star (game theory) ,010102 general mathematics ,Group algebra ,16. Peace & justice ,Free probability ,01 natural sciences ,Combinatorics ,010104 statistics & probability ,Matrix (mathematics) ,Symmetric group ,0101 mathematics ,Statistics, Probability and Uncertainty ,Connection (algebraic framework) ,Random variable ,Central limit theorem ,Mathematics - Abstract
It is well known that, on a purely algebraic level, a simplified version of the central limit theorem (CLT) can be proved in the framework of a non-commutative probability space, under the hypotheses that the sequence of non-commutative random variables we consider is exchangeable and obeys a certain vanishing condition of some of its joint moments. In this approach (which covers versions for both the classical CLT and the CLT of free probability), the determination of the resulting limit law has to be addressed on a case-by-case basis. In this paper we discuss an instance of the above theorem that takes place in the framework of the group algebra $${{\mathbb {C}}}[ S_{\infty } ]$$ of the infinite symmetric group: The exchangeable sequence is provided by the star-generators of $$S_{\infty }$$ , and the expectation functional used on $${{\mathbb {C}}}[ S_{\infty } ]$$ depends in a natural way on a parameter $$d \in {{\mathbb {N}}}$$ . We identify precisely the limit distribution $$\mu _d$$ for this special instance of CLT, via a connection that $$\mu _d$$ turns out to have with the average empirical eigenvalue distribution of a random $$d \times d$$ GUE matrix. Moreover, we put into evidence a multivariate version of this result which follows from the observation that, on the level of calculations with pair-partitions, the (non-centered) star-generators are related to a (centered) exchangeable sequence of GUE matrices with independent entries.
- Published
- 2020
3. Quantum symmetric states on free product $C^*$-algebras
- Author
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John D. Williams, Ken Dykema, and Claus Köstler
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Exchangeable random variables ,No-broadcast theorem ,46L53 (46L54, 81S25, 46L10) ,Mathematics::Operator Algebras ,Triple system ,Applied Mathematics ,General Mathematics ,010102 general mathematics ,Mathematics - Operator Algebras ,01 natural sciences ,Noncommutative geometry ,Combinatorics ,symbols.namesake ,Von Neumann algebra ,0103 physical sciences ,FOS: Mathematics ,symbols ,Quantum no-deleting theorem ,Quantum algorithm ,010307 mathematical physics ,0101 mathematics ,Operator Algebras (math.OA) ,Ring of symmetric functions ,Mathematics - Abstract
We introduce symmetric states and quantum symmetric states on universal unital free product C*-algebras an arbitrary unital C*-algebra A with itself infinitely many times, as a generalization of the notions of exchangeable and quantum exchangeable random variables. We prove existence of conditional expectations onto tail algebras in various settings and we define a natural C*-subalgebra of the tail algebra, called the tail C*-algebra. Extending and building on the proof of the noncommutative de Finetti theorem of Koestler and Speicher, we prove a de Finetti type theorem that characterizes quantum symmetric states in terms of amalgamated free products over the tail C*-algebra, and we provide a convenient description of the set of all quantum symmetric states on the free product C*-algebra in terms of C*-algebras generated by homomorphic images of A and the tail C*-algebra. This description allows a characterization of the extreme quantum symmetric states. Similar results are proved for the subset of tracial quantum symmetric states, though in terms of von Neumann algebras and normal conditional expectations. The central quantum symmetric states are those for which the tail algebra is in the center of the von Neumann algebra, and we show that the central quantum symmetric states form a Choquet simplex whose extreme points are the free product states, while the tracial central quantum symmetric states form a Choquet simplex whose extreme points are the free product traces., 37 pages. Version 3 corrects a mistake in the earlier versions about existence of a normal conditional expectation onto the tail algebra; and the final results are slightly different than before. Version 2 contains some minor additions to Version 1
- Published
- 2016
4. Tail algebras of quantum exchangeable random variables
- Author
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Claus Köstler and Ken Dykema
- Subjects
Exchangeable random variables ,Pure mathematics ,Sequence ,Mathematics::Operator Algebras ,Applied Mathematics ,General Mathematics ,010102 general mathematics ,State (functional analysis) ,01 natural sciences ,Noncommutative geometry ,symbols.namesake ,Von Neumann algebra ,Free product ,0103 physical sciences ,symbols ,010307 mathematical physics ,Limit (mathematics) ,0101 mathematics ,Random variable ,Mathematics - Abstract
We show that any countably generated von Neumann algebra with specified normal faithful state can arise as the tail algebra of a quantum exchangeable sequence of noncommutative random variables. We also characterize the cases when the state corresponds to a limit of convex combinations of free products states.
- Published
- 2014
5. A noncommutative extended de Finetti theorem
- Author
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Claus Köstler
- Subjects
Exchangeable random variables ,Noncommutative Bernoulli shifts ,Mean ergodic theorem ,Combinatorics ,Quantum probability ,60G09 ,Spreadability ,FOS: Mathematics ,Noncommutative algebraic geometry ,46L53 ,Operator Algebras (math.OA) ,Mathematics ,Noncommutative de Finetti theorem ,Mathematics::Operator Algebras ,Probability (math.PR) ,Mathematics - Operator Algebras ,Free probability ,47A53 ,Noncommutative geometry ,Conditional independence ,Distributional symmetries ,Exchangeability ,Noncommutative Kolmogorov zero–one law ,Noncommutative quantum field theory ,Random variable ,Noncommutative conditional independence ,Mathematics - Probability ,Analysis - Abstract
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is a noncommutative version of this theorem. In contrast to the classical result of Ryll-Nadzewski, exchangeability turns out to be stronger than spreadability for infinite noncommutative random sequences. Out of our investigations emerges noncommutative conditional independence in terms of a von Neumann algebraic structure closely related to Popa's notion of commuting squares and K\"ummerer's generalized Bernoulli shifts. Our main result is applicable to classical probability, quantum probability, in particular free probability, braid group representations and Jones subfactors., Comment: 44 pages
- Published
- 2010
6. Noncommutative Independence from the Braid Group $${\mathbb{B}_{\infty}}$$
- Author
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Rolf Gohm and Claus Köstler
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Pure mathematics ,Subfactor ,Mathematics::Operator Algebras ,Symmetric group ,Braid group ,Regular representation ,Statistical and Nonlinear Physics ,Connection (algebraic framework) ,Type (model theory) ,Free probability ,Noncommutative geometry ,Mathematical Physics ,Mathematics - Abstract
We introduce `braidability' as a new symmetry for (infinite) sequences of noncommutative random variables related to representations of the braid group $B_\infty$. It provides an extension of exchangeability which is tied to the symmetric group $S_\infty$. Our key result is that braidability implies spreadability and thus conditional independence, according to the noncommutative extended de Finetti theorem (of C. K\"{o}stler). This endows the braid groups $B_n$ with a new intrinsic (quantum) probabilistic interpretation. We underline this interpretation by a braided extension of the Hewitt-Savage Zero-One Law. Furthermore we use the concept of product representations of endomorphisms (of R. Gohm) with respect to certain Galois type towers of fixed point algebras to show that braidability produces triangular towers of commuting squares and noncommutative Bernoulli shifts. As a specific case we study the left regular representation of $B_\infty$ and the irreducible subfactor with infinite Jones index in the non-hyperfinite $II_1$-factor $L(B_\infty)$ related to it. Our investigations reveal a new presentation of the braid group $B_\infty$, the `square root of free generator presentation' $F_\infty^{1/2}$. These new generators give rise to braidability while the squares of them yield a free family. Hence our results provide another facet of the strong connection between subfactors and free probability theory and we speculate about braidability as an extension of (amalgamated) freeness on the combinatorial level.
- Published
- 2009
7. On the structure of non-commutative white noises
- Author
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Claus Köstler and Roland Speicher
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Pure mathematics ,White (horse) ,46Lxx ,Applied Mathematics ,General Mathematics ,010102 general mathematics ,Mathematics - Operator Algebras ,Structure (category theory) ,01 natural sciences ,Lévy process ,Functional Analysis (math.FA) ,Mathematics - Functional Analysis ,Bernoulli's principle ,0103 physical sciences ,FOS: Mathematics ,Calculus ,Isomorphism ,0101 mathematics ,Operator Algebras (math.OA) ,010306 general physics ,Quantum ,Commutative property ,Mathematics - Abstract
We consider the concepts of continuous Bernoulli systems and non-commutative white noises. We address the question of isomorphism of continuous Bernoulli systems and show that for large classes of quantum L{\'e}vy processes one can make quite precise statements about the time behaviour of their moments., Comment: 17 pages
- Published
- 2007
8. Semi-Cosimplicial Objects and Spreadability
- Author
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D. Gwion Evans, Rolf Gohm, and Claus Köstler
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General Mathematics ,20F36 ,01 natural sciences ,Semi-cosimplicial object ,18G30 ,Mathematics::Category Theory ,0103 physical sciences ,Spreadability ,spreadability ,FOS: Mathematics ,0101 mathematics ,46L53 ,Operator Algebras (math.OA) ,partial shift ,Mathematics ,Final version ,noncommutative probability space ,010102 general mathematics ,braid monoid ,Probability (math.PR) ,Mathematics - Operator Algebras ,coface operator ,K-Theory and Homology (math.KT) ,Cohomology ,Algebra ,Subfactor ,Mathematics - K-Theory and Homology ,subfactor ,cohomology ,010307 mathematical physics ,Mathematics - Probability - Abstract
To a semi-cosimplicial object (SCO) in a category we associate a system of partial shifts on the inductive limit. We show how to produce an SCO from an action of the infinite braid monoid $\mathbb{B}^+_\infty$ and provide examples. In categories of (noncommutative) probability spaces SCOs correspond to spreadable sequences of random variables, hence SCOs can be considered as the algebraic structure underlying spreadability., 20 pages, minor changes (1.2, 2.9, 4.3) in (v3), to be published in: Rocky Mountain Journal of Mathematics
- Published
- 2015
9. Survey on a quantum stochastic extension of Stone’s theorem
- Author
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Claus Köstler
- Published
- 2003
10. Stationary Quantum Markov processes as solutions of stochastic differential equations
- Author
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Claus Köstler, Jürgen Hellmich, and Burkhard Kümmerer
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Stochastic partial differential equation ,Stochastic differential equation ,Quantum probability ,Markov kernel ,Quantum stochastic calculus ,Markov chain ,Quantum mechanics ,General Earth and Planetary Sciences ,Applied mathematics ,Markov property ,Time reversibility ,General Environmental Science ,Mathematics - Published
- 1998
11. Noncommutative Independence in the Infinite Braid and Symmetric Group
- Author
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Claus Köstler and Rolf Gohm
- Subjects
Pure mathematics ,46L53, 20F36, 20C32, 60G09 ,Probability (math.PR) ,Mathematics - Operator Algebras ,Group Theory (math.GR) ,Noncommutative geometry ,Constructive ,Factorization ,Symmetric group ,Homogeneous space ,Braid ,FOS: Mathematics ,General Earth and Planetary Sciences ,Operator Algebras (math.OA) ,Mathematics - Group Theory ,Mathematics - Probability ,General Environmental Science ,Mathematics ,Merge (linguistics) - Abstract
This is an introductory paper about our recent merge of a noncommutative de Finetti type result with representations of the innite braid and symmetric group which allows us to derive factorization properties from symmetries. We explain some of the main ideas of this approach and work out a constructive procedure to use in applications. Finally we illustrate the method by applying it to the theory of group characters.
- Published
- 2011
- Full Text
- View/download PDF
12. Quantum filtering in coherent states
- Author
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John E. Gough and Claus Köstler
- Subjects
Statistics and Probability ,Physics ,Quantum filtering ,Quantum system ,Coherent states ,Input field ,Statistical physics - Abstract
We derive the form of the Belavkin-Kushner-Stratonovich equation describing the filtering of a continuous observed quantum system via non-demolition measurements when the statistics of the input field used for the indirect measurement are in a general coherent state. Dedicated to Robin Hudson on the occasion his 70th birthday.
- Published
- 2010
13. A noncommutative de Finetti theorem: Invariance under quantum permutations is equivalent to freeness with amalgamation
- Author
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Roland Speicher and Claus Köstler
- Subjects
Independent and identically distributed random variables ,46L54, 46L65, 46L53, 60G09 ,010102 general mathematics ,Probability (math.PR) ,Mathematics - Operator Algebras ,Statistical and Nonlinear Physics ,Permutation group ,Conditional expectation ,Hopf algebra ,01 natural sciences ,Noncommutative geometry ,Action (physics) ,Combinatorics ,Joint probability distribution ,Mathematics - Quantum Algebra ,0103 physical sciences ,FOS: Mathematics ,Quantum Algebra (math.QA) ,010307 mathematical physics ,0101 mathematics ,Operator Algebras (math.OA) ,Random variable ,Mathematics - Probability ,Mathematical Physics ,Mathematics - Abstract
We show that the classical de Finetti theorem has a canonical noncommutative counterpart if we strengthen `exchangeability' (i.e., invariance of the joint distribution of the random variables under the action of the permutation group) to invariance under the action of the quantum permutation group. More precisely, for an infinite sequence of noncommutative random variables, we prove that invariance of their joint distribution under quantum permutations is equivalent to the fact that the random variables are identically distributed and free with respect to the conditional expectation onto their tail algebra., Comment: 17 pages
- Published
- 2008
- Full Text
- View/download PDF
14. On Lehner’s ‘free’ noncommutative analogue of de Finetti’s theorem
- Author
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Claus Köstler
- Subjects
Discrete mathematics ,Stationary process ,Operator (computer programming) ,Free product ,Mathematics::Operator Algebras ,Applied Mathematics ,General Mathematics ,Conditional probability distribution ,Fixed point ,Algebraic number ,Noncommutative geometry ,de Finetti's theorem ,Mathematics - Abstract
Inspired by Lehner's results on exchangeability systems, we define 'weak conditional freeness' and 'conditional freeness' for stationary processes in an operator algebraic framework of noncommutative probability. We show that these two properties are equivalent, and thus the process embeds into a von Neumann algebraic amalgamated free product over the fixed point algebra of the stationary process.
- Published
- 2011
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