Quantum Gaussian Processes

Yazhen Wang
Mathematicae Applicate Sinica 10 (1994), pp. 315-327

Abstract
This paper studies construction of quantum Gaussian processes based on
ordinary Gaussian processes through their reproducing kernel Hilbert spaces,
and investigate the relationship between the stochastic properties of the quan-
tum Gaussian processes and the base Gaussian processes. In particular, we
construct quantum Brownian bridges and quantum Ornstein-Uhlenbeck pro-
cesses.

Non-commutative stochastic calculus for operator-valued processes has been stud-

ied by many authors (1, 7, 8, 9]). In 13], P. A. Meyer, using Brownian motion and
Poisson processes, gave the probabilistic explanation of the Fock spaces. In this
paper, we will construct quantum Gaussian processes based on ordinary Gaussian
processes through their reproducing kernel Hilbert spaces, and investigate the rela-
tionship between the stochastic properties of the quantum Gaussian processes and
the base Gaussian processes.
Let ( F ) be a probability space, an arbitrary index set, = ( ) 2 a
P T X Xt t T

real Gaussian process with mean zero such that F = f  Xt t2 g. Denote by the
t R

correlation function of , i.e. ( ) = (

X R s t ) for all 2 . Let ( )  ( )
E Xt Xs s t T H R Hc R

resp.] be the real (complex resp.) reproducing kernel Hilbert space generated by
kernel . Denote by ( ) the -multiple symmetric tensor product of ( ). For
R H
on
R n H R

each 2 ( ), denote by the random variable corresponding to . Let ( ( ))

f Hc R Xf f H R

1
( ( )) resp.] be the Fock space based on ( )  ( )) resp.], that is,
Hc R H R Hc R

( ( ) =
H R
X
1
H
on
( )
R (1)
=0
X
n

1
( ( ) =
Hc R Hc
on
( ) R : (2)
n =0
( ( )) and ( ( ) are called the Fock spaces associated with . For each
H R Hc R X

f2 ( ), denote by E ( ) the exponential vector in the Fock space, i.e.

Hc R f

E (f ) =
X
1
f
on
=n : ! (3)
=0
n

It is well known that there exists a duality transform from ( F ) onto ( ( )) D L

p
H R

such that
 f ; k k2 2g] = E ( )
D exp Xf f =2 ( ) (4)
f f H R

and D has an isomorphism extension D 1 from 2( F ) onto ( ( )) such that

Lc Hc R

D 1 expfX f ; kf k2 =2g] = E (f ) f 2 H (R)

c (5)
Because of the fact, we identify ( ( )) ( ( )) resp.] with 2( F )  2( F )
H R Hc R L Lc

resp.] and make no distinction between f ; k k2 2g and E ( ).

exp Xf f = f

For each 2 ( ), denote by ; and + the annihilation and creation operators,

f H R af af

respectively, and put

Pf = ( + ; ;)
i af af Qf = + + a; :
af f
(6)
For each 2 , set = ( ) and = ( ). Then ( ) = (
t T Pt PR t Qt QR t) 2 is called P Q Pt Qt t T

the quantum process based on . X

In section 2 we derive the representation of the annihilation, creation, and Wyel

operators under the isomorphism . Then under the vacuum state, the quantum
D

Gaussian process ( ) based on is constructed. In section 3, we establish the

P Q X

relationship between the properties of the quantum process ( ) 2 and the base Pt Qt t T

process ( ) 2 . In section 4, we study a class of quantum stochastic dierential

Xt t T

2
equations with deterministic coecients and derive their solutions. In sections 5 and
6, we show two ways to construct quantum Brownian bridges and quantum Ornstein-
Uhlenbeck processes. We can obtain a Brownian bridge and a Ornstein-Uhlenbeck
process by solving stochastic dierential equations driven by a Brownian motion,
and then construct a quantum Brownian bridge and a quantum Ornstein-Uhlenbeck
process based on the Brownian bridge and the Ornstein-Uhlenbeck process, respec-
tively. Also we may construct a quantum Brownian motion based on the Brownian
motion, and obtain a quantum Brownian bridge and a quantum Ornstein-Uhlenbeck
process by solving the quantum stochastic dierential equations driven by the quan-
tum Brownian motion. In fact, the two quantum Brownian bridges (two quantum
Ornstein-Uhlenbeck resp.) can be identied through a partial isomorphism.

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