Infinite Dimensional Analysis, Quantum Probability and Related Topics

This article is intended as an introduction to Malliavin's stochastic calculus of variations and his probabilistic approach to hypoellipticity. Topics covered include an elementary derivation of the basic integration by parts formulae, a proof of the probabilistic version of Hörmander's theorem as envisioned by Malliavin and completed by Kusuoka and Stroock, and an extension of Hörmander's theorem valid for operators with degeneracy of exponential type due to the author and S. Mohammed.

We consider Glauber dynamics on finite cycles. By introducing a vacuum state we consider an algebraic probability space for the generator of the dynamics. We obtain a quantum decomposition of the generator and construct an interacting Fock space. As a result we obtain a distribution of the generator in the vacuum state. We also discuss the monotonicity of the moments of spectral measure as the couplings increase. In particular, when the couplings are assumed to be uniform, as the cycle grows to an infinite chain, we show that the distribution (under suitable dilation and translation) converges to a Kesten distribution.

Suppose λ₁ and λ₂ are infinitely divisible Radon measures on real Banach spaces E₁ and E₂, respectively and let T : E₁ → E₂ be a Borel measurable mapping so that T(λ₁) * ρ = λ₂ for some Radon probability measure ρ on E₂. Extending previous results for the Gaussian and the Poissonian case, we study the problem of representing the "transition operator" P_T : L^p(E₂, λ₂) → L^p(E₁, λ₁) given by

It is known that there are exactly five natural products, which are universal products fulfilling two normalization conditions simultaneously. We classify universal products without these extra conditions. We find a two-parameter deformation of the Boolean product, which we call (r, s)-products. Our main result states that, besides degnerate cases, these are the only new universal products. Furthermore, we introduce a GNS-construction for not necessarily positive linear functionals on algebras and study the GNS-construction for (r, s)-product functionals.

In this paper we study the forward integral of operator-valued processes with respect to a cylindrical Brownian motion. In particular, we provide conditions under which the approximating sequence of processes of the forward integral, converges to the stochastic integral process with respect to Sobolev norms of smoothness α < 1/2. This result will be used to derive a new integration by parts formula for the forward integral.

We consider models with nearest-neighbor interactions and with the set [0, 1] of spin values, on a Cayley tree of order k ≥ 1. We show that periodic Gibbs measures are either translation-invariant or periodic with period two. We describe two-periodic Gibbs measures of the model. For k = 1 we show that there is no any periodic Gibbs measure. In case k ≥ 2 we get a sufficient condition on Hamiltonian of the model with uncountable set of spin values under which the model has no periodic Gibbs measure. We construct several models which have at least two periodic Gibbs measures.

We review the Asymmetric Exclusion QMS in the light of new results, taking as a starting point the dynamics in the one particle space. We give a condition for the Asymmetric Exclusion QMS to be conservative, prove that an invariant state is necessarily diagonal and give conditions on eigenvalues of such an invariant state. We also give, a necessary condition to annul the generator of the predual semigroup; with this and the weighted detailed balance condition, we propose a method to construct some non-equilibrium invariant states.

We consider the Feynman-type approximations to functional integrals over the distribution of the Brownian sheet on a compact connected Lie group M, which give a representation of the integrals over the functional space C([0, 1] × [0, 1], M) as the limit of integrals over the finite-dimensional manifolds M × ⋯ × M. The known approximation formulas for the one-parameter Brownian motion are generalized to the case of the Brownian sheet.