Chapter 84

Levy Processes and such

Source: [617].

84.1 Lévy process

Let G be a semigroup and p , F, q a probability space. Here F is a ‡-algebra and is a
probability measure on .

Définition 84.1.
A Lévy process is, for each s and t such that 0 § s § t † 8, a map Xst : p , F, q Ñ pG, Bq
where B is the Borel ‡-algebra on G such that
1. pXss “ eq “ 1,
2. Xss “ limtŒs Xst
3. Xst Xtu “ Xsu ,
4. if s1 § t1 § s2 § t2 § . . . § tn , then the random variables Xs1 t1 , Xs2 t2 , . . . , Xsn tn are
independent.
5. Xs`h,t`h “ Xst in the sense that

Xst “ Xs`h,t`h (84.1)

` ˘
where X pAq “ X ´1 pAq .
If G is a group, we add the condition Xst “ Xs´1 Xt .

The map X : Ñ G gives rise to the map

jX : L8 pG, Bq Ñ L8 p , F, q
(84.2)
jX pf q “ f ˝ X

Now we can look at the properties of a Lévy process on j instead of X. Firstly, jX is a ˚-algebra
homomorphism such that jX p1q “ 1.

84.2 Quantum probability space and stochastic processes

A quantum probability space is a pair pA, q is an unital ˚-algebra A and a state on A.
A quantum random variable j over a quantum probability space pA, q on a ˚-algebra B is an
homomorphism j : B Ñ A of ˚-algebras.
A quantum stochastic process is a family of quantum random variables pjj qtPI . Its marginal
distribution is the set of maps
Ïj : B Ñ
(84.3)
Ïj “ ˝ jt .

3161
3162 CHAPTER 84. LEVY PROCESSES AND SUCH

An operator process if a family of elements pXt qtPI of a quantum probability space (Xt P A).
From an operator process and a choice of b P B, we can define a stochastic process on xb, b˚ y by
defining
jt pbq “ Xt (84.4)
and extend it to xb, b˚ y as ˚-homomorphism.
On the other hand, if tjt : B Ñ AutPI is a stochastic process, we define an operator process by
choosing x P B and defining
Xt “ jt pxq. (84.5)

Définition 84.2.
We say that maps fi : B Ñ A are tensor, or boson independent with respect to if
` ˘ ` ˘ ` ˘
1. f1 pb1 q ¨ ¨ ¨ fn pbn q “ f1 pb1 q . . . fn pbn q for every bi P B,
2. the images commute: rfk pbk q, fl pbl qs “ 0 for every k ‰ l.

If j1 , j2 : B Ñ A are maps from B to an algebra A, we define the convolution by

j1 ˚ j2 “ mA ˝ pj1 b j2 q ˝ . (84.6)
Notice that, if j1 and j2 are homomorphisms, it is not guaranteed in general that the convolution
j1 ˚ j2 is an homomorphism. In the case of independent variables, however, it is true: if j1 and j2
are independent random variables, then j2 ˚ j2 is still a random variable because
` ˘
pj1 ˚ j2 qpabq “ mA ˝ pj1 b j2 q ap1q bp1q b ap2q bp2q
“ j1 pap1q qj1 pbp1q qj2 pap2q qj2 pbp2q q
(84.7)
“ j1 pap1q qj2 pap2q qj1 pbp1q qj2 pbp2q q
“ pj1 ˚ j2 qpaqpj1 ˚ j2 qpbq.
where ap1q bp1q stands for pabqp1q .

84.3 Lévy process

Définition 84.3.
Let pB, , ‘q be a bialgebra. A Lévy process on pB, q over the quantum probability space pA, q
is a quantum stochastic process pjst q0§s§t which satisfies the following requirements
Increment property We have
jrs ˚ jst “ jrt for all 0 § r § s § t (84.8a)
jtt pbq “ ‘pbq1A for all 0 § t, b P B (84.8b)

Independence of increments for every n P and 0 § s1 § t1 § s2 § . . . § sn § tn , the

maps js1 t1 , . . . jsn tn are independent with respect to .
Stationarity of the increments the distribution Ïst “ jst ˝jst depends only on the difference
t ´ s, in other words we have Ïs`h,t`h “ Ïst for every 0 § s § t and h • 0.
Weak continuity limtŒs jst paq “ jss paq for every a P A.

One say that the process jst : B Ñ pA, q and kst : B Ñ pA1 , 1 q are equivalent if
` ˘ ` ˘
js1 t1 pb1 q . . . jsn tn pbn q “ 1 ks1 t1 pb1 q . . . ksn tn pbn q , (84.9)
that is if all the expectation values that we could compute are equal.
If pjst q is a Lévy process, we define
Ït´s “ ˝ jst (84.10)
for 0 § s § t. This is well defined from the stationarity of increments. We can as well write
Ït “ ˝ j0t .
84.4. SCHÜRMANN TRIPLE 3163

84.4 Schürmann triple

Proposition 84.4.
Let B be an involutive coalgebra and pÏt qt•0 , a convolution semigroup of linear functionals on B.
If we define
1
L “ lim pÏt ´ ‘q, (84.11)
tŒ0 t

then the following are equivalents:

1. the maps Ït are states on B;
2. the map L : B Ñ satisfies Lp1B q “ 0 and is hermitian and conditionally positive.

Lemme 84.5.
If we define Ït “ Ï0t “ ˝ j0t , we get a convolution semigroup.

Proof. The first condition comes from

` ˘ ` ˘
Ï0 pbq “ j00 pbq “ ‘pbq1A “ ‘pbq p1A q “ ‘pbq (84.12)

since p1A q “ 1 because is a state on A.

Using the fact that j0,s`t “ j0s ˚ js,s`t , we have
` ˘
Ïs`t paq “ Ï0,s`t paq “ pj0s ˚ js,s`t qpaq . (84.13)

But,
pj0s ˚ js,s`t qpaq “ m ˝ pj0s b js,s`t qpap1q b ap2q q “ j0s pap1q qjs,s`t pap2q q. (84.14)
Thus, since the intervals 0, s and s, s ` t are independent, the equation (84.13) becomes
` ˘
Ïs`t paq “ j0s pap1q qjs,s`t pap2q q
` ˘ ` ˘
“ j0s pap1q q js,s`t pa2 q
“ Ïs pap1q qÏt pap2q q (84.15)
“ pÏs b Ït q a
“ pÏs ˚ Ït qpaq.
` ˘
It remains to be justified that js,s`t paq “ Ït paq. This comes from the fact that Ïs`h,t`h “ Ïst ,
so that Ïs,s`t “ Ï0`s,s`t “ Ï0,t .

A linear functional Ê on a bialgebra B is conditionally positive if Êpa˚ aq • 0 for every a

such that ‘paq “ 0. The functional is Hermitian if Êpa˚ q “ Êpaq.
In our case, we know that the functionals Ït are in fact states. We define

1
L “ lim pÏt ´ ‘q. (84.16)
tŒ0 t

This is conditionally positive because

1` ˘ Ït pa˚ aq
Lpa˚ aq “ lim Ït pa˚ aq ´ ‘pa˚ aq “ lim •0 (84.17)
tŒ0 t tŒ0 t

because Ït is a state and thus positive.

Définition 84.6.
Let B be an unital ˚-algebra with an unital hermitian character ‘ : B Ñ . A Schürmann triple
on pB, ‘q is a triple pfl, ÷, Lq with
1. fl : B Ñ LpDq is a ˚-representation of B on a pre-Hilbert space D.
3164 CHAPTER 84. LEVY PROCESSES AND SUCH

2. The map ÷ : B Ñ D is linear and

÷pabq “ flpaq÷pbq ` ÷paq‘pbq, (84.18)

such a map is called a fl-‘-1-cocycle.

3. The map L : B Ñ is an hermitian linear functional whose ‘ ´ ‘ ´ 2´coboundary is the
map
pa, bq fiÑ ´x÷pa˚ q, ÷pbqy, (84.19)
that means that

´ x÷pa˚ q, ÷pbqy “ pBLqpa, bq “ ‘paqLpbq ´ Lpabq ` Lpaq‘pbq (84.20)

for every a, b P B.

Corollaire 84.7.
A Schürmann triple has the following immediate properties.
1. ÷p1q “ 0.
2. Lp1q “ 0.
3. The condition (84.20) is equivalent to ask

Lpabq “ ´x÷pa˚ q, ÷pbqy (84.21)

for every a, b P K1 .

Proof. 1. Using the cocycle property and the fact that flp1q is the identity,

÷p1 · 1q “ flp1q÷p1q ` ÷p1q‘p1q “ 2÷p1q. (84.22)

2. Now, writing the compatibility relation (84.20) with a “ b “ 1 and taking into account
÷p1q “ 0 we have
0 “ ‘p1qLp1q ´ Lp1 · 1q ` Lp1q‘p1q “ Lp1q. (84.23)
3. If a and b belong to K1 , the relation (84.20) reduces to (84.21). Now suppose that the
condition (84.21) holds for every a and b in K1 . Taking any a, b P B we consider a ´ ‘paq1
and b ´ ‘pbq1 that are elements of K1 . Taking into account the fact that Lp1q “ 0, we have

Lpabq ´ ‘pbqLpaq ´ ‘paqLpbq “ x÷pa˚ q, ÷pbqy. (84.24)

Let pfi, ÷, Lq be a Schürmann triple on the compact quantum group Aq (see section 70.2). The
map ÷ : Aq Ñ L pDq satisfies the cocycle condition

÷pabq “ fipaq÷pbq ` ÷paq‘pbq. (84.25)

Proposition 84.8.
The cocycle ÷ is determined by its values on the elements vj˚ with j “ 1, . . . , n ´ 1.

Proof. Since ‘p1q “ 1, we have

` ˘
÷p1q “ fip1q÷p1q ` ÷p1q‘p1q “ fip1q ` 1 ÷p1q. (84.26)

Since the representation is nondegenerate we have fip1q “ Id. The only possibility is thus ÷p1q “ 0.
If a and b belong to K1 we have ÷pabq “ fipaq÷pbq. Since each element in Aq is a polynomial in
uij and u˚ij , we only have to fix the value of ÷ on these elements.
First, ÷pu˚jj q “ ÷pvj˚ q because ÷p1q “ 0. Using lemma 70.6, taking the adjoint,

q÷pu˚ll u˚ij q “ ÷pu˚ij u˚ll q. (84.27)

84.4. SCHÜRMANN TRIPLE 3165

Using the cocycle property and the fact that ‘pu˚ll q “ 1,

` ˘
qfipu˚ll q ´ Id ÷pu˚ij q “ fipu˚ij q÷pu˚ll q. (84.28)
The operator qfipu˚li q ´ Id is invertible because of lemma 70.11 and q † 1. Thus, when i ‰ j and
i, j § n ´ 1, ` ˘´1
÷pu˚ij q “ qfipuli q˚ ´ Id fipu˚ij q÷pu˚ll q. (84.29)
Let us now compute ÷pvj q for j “ 1, . . . , n ´ 1. Taking the relation (70.52),
n
ÿ
0 “ ÷p1q “ ÷pujp u˚jp q
p“1
ÿ
“ ÷pujj u˚jj q ` ÷pujp u˚jp q (84.30)
p‰j
ÿ
“ fipujj q÷pu˚jj q ` ÷pujj q lo
‘pu
omo
˚
q`
jjon ÷pujp u˚jp q,
p‰j
“1
so that ÿ
÷pvj q “ ÷pujj q “ ´fipujj q÷pu˚jj q ´ fipujj q÷pu˚jp q. (84.31)
p
Thus the vectors ÷pujj q and ÷pvj q are fixed for j § n ´ 1.
We are going to compute ÷puij q with i ‰ j and i, j § n ´ 1 using the lemma 70.7. We pose
k “ maxpi, jq. Since ‘pukk q “ 1 and ‘puij q “ 0, the relation ÷puij ukk q “ q÷pukk uij q leads to
fipuij q÷pukk q “ qfipukk q÷puij q. (84.32)
What we obtain is ` ˘´1
÷puij q “ ´ Id ´qfipukk q fipuij q÷pukk q. (84.33)
In order to compute the value of we start from the definition (70.49) of the involution.
÷pvn˚ q,
Taking into account the fact that in our case D “ 1,
ÿ
u˚nn “ Dnn “ p´1q|‡| u1‡p1q . . . un´1,‡pn´1q . (84.34)
‡ : t1...n´1uÑt1,...,n´1u

Taking ÷ and using the cocycle property we have

÷pvn˚ q “ ÷pu˚nn q
ÿ ` ˘
“ p´1q|‡| fi u1‡p1q . . . un´2,‡pn´1q ÷pun´1,‡pn´1q q
‡pn´1q‰n´1
ÿ ` ˘
` p´1q|‡| fi u1‡p1q . . . un´2,‡pn´2q ÷pun´1,n´1 q (84.35)
‡pn´1q“n´1
ÿ ` ˘
` p´1q|‡| ÷ u1‡p1q . . . un´2,‡pn´2q ‘pu n´1,n´1 q
looooomooooon
‡pn´1q“n´1
“1
` ˘
Applying many times the cocycle the term ÷ u1‡p1q . . . un´2,‡pn´2q decomposes into basic elements
containing ÷pui‡piq q. This fixes ÷pvn˚ q.
Taking the equation (84.31) with j “ n we have
n
ÿ
÷pvn q “ ÷punn q “ ´fipunn q÷pu˚nn q ´ fipunn q÷pu˚np q. (84.36)
p“1

That fixes ÷pvn q. Now we consider the previously proved equation

` ˘´1
÷puij q “ qfipukk q ´ Id fipuij q÷pvk q (84.37)
with i ‰ j and n “ maxpi, jq. Then
` ˘´1
÷puij q “ qfipunn q ´ Id fipuij q÷pvn q. (84.38)
This fixes ÷puin q and ÷punj q.
3166 CHAPTER 84. LEVY PROCESSES AND SUCH

84.5 A representation
Proposition 84.9. ∞
The following is a one dimensional representation of SUq pnq if k ◊k “ 1:

fipujk q “ ei◊j ”jk (84.39)

Proof. First we have

ÿ
fipDq “ p´qq|‡| ei◊1 ”1‡p1q . . . ei◊n ”n‡pnq “ eip◊1 `¨¨¨`◊n q “ 1. (84.40)
‡PSpnq

Equations (70.33) all reduce to 0 “ 0 because of the Kronecker delta’s and the condition on the
indices.

Since the condition D “ 1 imposes the sum of the ◊’s to be zero, we will write the representation
fi by
‘◊1 ...◊n´1 puij q “ ei◊j ”jk . (84.41)
Notice that the counit ‘ is ‘0,...,0 . We define
ˇ
B ˇ
‘1k “ ‘◊1 ...◊n´1 ˇˇ . (84.42)
B◊k ◊k “0

As an example, in SUq p3q we have

¨ i◊1 ˛
e 0 0
‘◊1 ◊2 “˝ 0 ei◊2 0 ‚ (84.43)
0 0 e´ip◊1 `◊2 q
` ˘
in the sense that ‘◊1 ◊2 puik q “ ‘◊1 ◊2 ik . Thus we have

d ” ı
‘1◊1 puik q “ ‘◊1 ◊2 puik q
d◊1 ◊1 “0
¨ i◊1 ˛ ˇ
e 0 0 ˇ
ˇ
d ˝
“ 0 e 2 i◊ 0 ‚ ˇ
ˇ
d◊1
0 0 e´ip◊1 `◊2 q ik ˇ◊ “0 (84.44)
1
¨ ˛
i 0 0
“ ˝0 0 0 ‚.
0 0 ´i

Higher order derivative are defined the same way:

ˇ
B B ˇ
‘2kl “ ‘◊1 ...◊n´1 ˇˇ . (84.45)
B◊k B◊l ◊k “0
◊l “0

84.5.1 Ideals
Let Aq be the Hopf C ˚ -subalgebra of SUq pnq generated by t1, uij u, and a Schürmann triple
pfi, ÷, Lq where fi is a representation of Aq on BpH q. We define the ideal

K1 “ kerp‘q Ä Aq . (84.46)

The ideal K1 is generated by the elements of the form uij (i ‰ j) and uii ´ 1. Then we define

K2 “ Spantab tel que a, b P K1 u (84.47)

and more generally

Kn “ Spanta1 . . . an tel que ai P K1 u. (84.48)
84.5. A REPRESENTATION 3167

We also define £
K8 “ Km . (84.49)
m•1

Each of these Km is a two-sided ideal since

ba1 . . . am “ pba1 qa2 . . . am (84.50)

belongs to Km if a1 . . . am belongs to Km .
We define
vj “ ujj ´ 1
vj ´ vj˚ (84.51)
dj “
2i
Since ‘p1q “ 1, the unit does not belong to K1 , but the elements uij , u˚ij , vj and dj belong to K1
when i ‰ j.

Lemme 84.10.
If k “ maxpi, jq we have
uij vk ´ qvk uij “ pq ´ 1quij . (84.52)

Proof. This is a computation:

uij vk “ uij ukk ´ uij

“ qukk uij ´ uij because k “ maxpi, jq
“ pqukk ´ 1quij (84.53)
“ pqukk ´ qquij ` pq ´ 1quij
“ qvk uij ` pq ´ 1quij .

The proof is completed.

Lemme 84.11.
We have
vj vj˚ “ ujj u˚jj ´ vj ´ vj˚ ´ 1. (84.54)

Proof. This is a computation:

vj vj˚ “ pujj ´ 1qpu˚jj ´ 1q

“ ujj u˚jj ´ ujj ´ u˚jj ` 1
(84.55)
“ ujj ujj j ˚ ´vj ´ u˚jj ` 1 ´ 1
“ ujj u˚jj ´ vj ´ vj˚ ´ 1.

Proposition 84.12.
We have
1. uij P K8 if i ‰ j;
2. 1 ´ ujj u˚jj P K8 ;
3. uii ujj ´ ujj uii P K8 ;
4. uii u˚jj ´ u˚jj uii P K8 ;
5. vj ` vj˚ P K2 ;
∞
6. k vk P K2 ;
∞
7. nk“1 dk P K2 .
3168 CHAPTER 84. LEVY PROCESSES AND SUCH

Proof. 1. Since ‘puij q “ ”ij , we have uij P K1 when i ‰ j

Now, using lemma 84.10 we have

uij “ pq ´ 1q´1 puij vk ´ qvk uij q. (84.56)

2. Since ‘pujj q “ 1 we have 1 ´ ujj u˚jj P K1 . Using formula (70.52), we have

1 ´ ujj u˚jj “ ”jj ´ ujj u˚jj

ÿ
“ ujk u˚jk ´ ujj u˚jj
k (84.57)
ÿ
“ ujk u˚jk .
k‰j

Since each of the terms in that sum belong to K8 , we have the result.
3. The combination uii ujj ´ ujj uii belongs to kerp‘q “ K1 . Let us suppose i † j (if not,
consider change the sign). Using the relation (70.33d), we have

uii ujj ´ ujj uii “ pq ´ q ´1 quuj uji P K8 . (84.58)

4. Let’s begin with i “ j. We have

uii u˚ii ´ u˚ii uii “ uii u˚ii ´ 1 ` 1 ´ u˚ii uii P K8 (84.59)

where we used the point 2..

If i ‰ j, we use the relation (70.53a) which says that uii u˚jj “ u˚jj uii , so that the combination
we are looking at is zero.
5. Lemma 84.11 shows that
vj ` vj˚ “ ujj u˚jj ´ 1 ´ vj vj˚ (84.60)
The fact that vj P K1 and item 2. show that the right hand side belong to K2 .
6. Let us decompose the sum defining the determinant:
ÿ ÿ
1“ p´qq|‡| u1‡p1q . . . un‡pnq “ u11 . . . unn ` p´qq|‡| u1‡p1q . . . un‡pnq . (84.61)
‡PSn ‡‰Id

The last sum belongs to K8 since there is at least one k with k ‰ ‡pkq. Thus, replacing
ujj by vj ` 1, we have
1 “ pv1 ` 1q . . . pvn ` 1q ` k8 . (84.62)
The product can be written under the form
n
ÿ ÿ
pv1 ` 1q . . . pvn ` 1q “ vi1 . . . vip ` 1. (84.63)
p“1 i1 †...†ip

In the latter sum, a part of the term p “ 1, each term belongs to K2 , so equation (84.62)
reads ÿ
1“ vi1 ` k2 ` k8 , (84.64)
i1
∞
and we conclude that i vi “ k2 ` k8 P K2 .
7. We know that v1˚ ` ¨¨¨ ` vn˚ P K2 , so that

1` ˘
d1 ` ¨ ¨ ¨ ` dn “ pv1 ` . . . vn q ´ pv1˚ ` ¨ ¨ ¨ ` vn˚ q P K2 . (84.65)
2i
84.5. A REPRESENTATION 3169

Proposition 84.13.
We have
Aq {K8 » Cp n´1
q (84.66)

Proof. Since uij belongs to K8 when i ‰ j, the algebra Aq {K8 is generated by the elements ujj
and u˚jj as well as 1. That algebra is commutative from points 3. and 4. of proposition 84.12.
We consider the following map 1 :

Ï: n´1
Ñ pAq {K8 q
(84.67)
t1 , . . . tn´1 fiÑ Êt1 ,...tn´1

where Êt : Aq {K8 Ñ (t P n´1 ) is defined by

#
eitk if k ‰ n
Êt pukk q “ (84.68)
e´ipt1 `¨¨¨`tn´1 q if k “ n

and Êt p1q “ 1. Notice that the value of Êt on unn is imposed by the fact that Êt p1´u11 . . . unn q “ 0
and the fact that Êt has to be multiplicative.
The map Ï is injective because the value of Ïpt1 , . . . , tn´1 q on the element ukk fixes the values
of tk .
It is also surjective because 1 ´ ujj u˚jj belongs to K8 ; thus each Ê in pAq {K8 q satisfies
Êpukk u˚kk q “ 1 and
Êpukk qÊpukk q˚ “ 1, (84.69)
so that there exists a unique tk P r0, 2fir such that Êpukk q “ eitk .
Now we conclude the proof
` using
˘ the Gelfand theorem 69.14 which states that for every C ˚ -
algebra A, we have A » C pAq . Indeed, we just proved that
n´1
» pAq {K8 q. (84.70)

Thus we have ` ˘
Cp n´1
q»C pAq {K8 q » Aq {K8 . (84.71)

84.5.2 Decomposition
Proposition 84.14.
Every element x P Aq decomposes into
n´1
ÿ ÿ
x “ c0 1 ` cj dj ` xij vi vj˚ ` k3 (84.72)
j“1 1§i§j§n

for some c0 , cj , cij P and k3 P K3 .

Proof. First, x is a complex polynomial in the variables uij and u˚ij . If we replace ujj by vj ` 1,
we have a polynomial
x “ ppvj , vj˚ , uij , u˚ij q (84.73)
with i ‰ j. We know that uij P K8 (proposition 84.12), so that, modulo elements of K3 , we can
neglect the terms with uij (i ‰ j). It remains a polynomial in the variables vj and vj˚ . The terms
of order m belong to Km , so that we only have to consider the first two terms. What we have is
then a polynomial of degree 2 in vj and vj˚ :
n
ÿ n
ÿ ÿ
x “ c0 1 ` p–j vj ` —j vj˚ q ` ‘1 ,‘2 ‘1 ‘2
“ij vi vj ` k3 . (84.74)
j“1 i,j“1 ‘1 ,‘2 Pt1,˚u

1. Here pAq {K8 q stands for the structure space of Aq {K8 , see definition 69.1.
3170 CHAPTER 84. LEVY PROCESSES AND SUCH

Here the sum over ‘i means that we have the terms vi vj , vi vj˚ , vi˚ vj and vi˚ vj˚ .
The first degree terms are of the form
vj ` vj˚ vj ´ vj˚
–j vj ` —j vj˚ “ c̃p–, —q ` cp–, —q . (84.75)
2 2i
Since
dn “ d1 ` ¨ ¨ ¨ ` dn´1 ` k2 , (84.76)
up to changing
∞ the coefficients of the dk ’s (j § n ´ 1) and in the higher order terms, we can reduce
the sum to n´1j“1 dj .
So let’s say that
n
ÿ
cj dj P K1 {K2 . (84.77)
j“1

From element 7. of proposition 84.12, we know that there exists an element k2 P K2 such that

dn “ k2 ´ d1 ´ . . . ´ dn´1 , (84.78)
∞
so that in K1 {K2 we have dn “ ´ n´1
j“1 dj and a basis of K1 {K2 is

B1 “ td1 , . . . , dj´1 u. (84.79)

Problèmes et choses à faire

Ok, this is a generating part for K1 {K2 . Why is it free? In what sense?

The decomposition (84.74) reads now

n´1
ÿ n
ÿ n ÿ
ÿ
x “ c0 1 ` cj dj ` c̃j pvj ` vj˚ q ` ‘1 ,‘2 ‘1 ‘2
“ij vi vj ` k3 . (84.80)
j“1 j“1 i,j“1 ‘1 ,‘2

Using relation (84.60),

vj ` vj˚ “ vj vj˚ ` 1loooomoooon
´ ujj u˚jj , (84.81)
PK8
∞n ∞n
We can replace j“1 c̃j pcj ` by vj˚ q j“1 c̃j vj vj .
˚

Let us prove that modulo elements in K3 , the elements

vi vj , vi˚ vj , vi˚ vj˚ (84.82)

can be written as combinations of vi vj˚ . Since vi ` vi˚ P K2 , we have

pvi ` vi˚ qvj P K3 , (84.83)

so that vi vj “ vi˚ vj ` k3 . Making the same with pvi ` vi˚ qvj˚ and vi pvj ` vj˚ q, we have

ÿ n
ÿ
‘1 ,‘2 ‘1 ‘2
“ij vi vj “ cij vi vj˚ ` k3 . (84.84)
‘1 ,‘2 i,j“1

We can continue the simplification because vi vj˚ “ vj˚ vi in K2 {K3 . Indeed

vi vj˚ ´ vj˚ vi “ puii ´ 1qpu˚jj ´ 1q ´ pu˚jj ´ 1qpuii ´ 1q “ uii u˚jj ´ u˚jj uii P K8 . (84.85)

Thus we have for example:

v2 v1˚ “ v1˚ v2 “ v1 v2˚ , (84.86)
and (up to redefinition of cij ),
n
ÿ ÿ
cij vi vj˚ “ cij vi vj˚ ` k3 . (84.87)
i,j“1 1§i§j§n
84.5. A REPRESENTATION 3171

Since v1˚ ` ¨ ¨ ¨ ` vn˚ P K2 , we have

vi v1˚ ` ¨ ¨ ¨ ` vi vn´1
˚
` vi vn˚ P K3 , (84.88)
so that the term vi vn˚ is a combination of the terms vi vj with j † n. Finally the sum (84.80)
reduces to
n´1
ÿ ÿ
x “ c0 1 ` cj dj ` cij vi vj˚ ` k3 . (84.89)
j“1 1§i§j§n´1

The left hand side belongs to K1 while the first term in the right hand side belongs to K2 (see
proposition 84.12).
Problèmes et choses à faire
Why does it prove that dj P K1 {K2 ?
1. Km is not a vector space. So when we write Ki {Ki`1 , do we mean the set difference or the class with respect to

x „ x ` ki`1 (84.90)

or
x „ xki`1 ? (84.91)

2. Why K1 {K2 could not be empty?

3. Why –vj ` —vj˚ does not belong to K2 ?

The decomposition leads us to decompose a basis of Aq into

B “ t1u Y B1 Y B2 Y B3 (84.92)
where
B1 “ tdi tel que 1 § i § n ´ 1u
(84.93)
B2 “ tvi vj˚ tel que 1 § i § j § n ´ 1u
and B3 is a basis of whatever remains. We have B1 Ä K1 , B2 Ä K2 and B3 can be chosen as a
subset of K3 .
We have the homomorphisms ‘◊ : SUq pnq Ñ and we define the derivatives
B
‘1k “ ‘◊ |◊k “0
B◊k
(84.94)
B B
‘2kl “ ‘◊ |◊k “◊l “0
B◊l B◊k
Proposition 84.15.
The functionals ‘, ‘1k and ‘2kl with 1 § k § j § n separate the points 1, d1 , . . . , dn´1 , vi vj˚ with
1 § i § j § n ´ 1.

Proof. We have to prove that for each x in the enumerated elements, there exist a functional Ê in
the list such that Êpxq ‰ 0 and Êpyq ‰ 0 for y ‰ x where x, y P t1, di , vi vj˚ u1§i§j§n´1 .
Let us begin with x “ 1. For him, the functional is Ê “ ‘. We have ‘p1q “ 1 and ‘pdi q “
‘pvi vj˚ q “ 0. Let us pass to x “ dj . We prove that Ê “ ‘1k with k ‰ j works. We have
1` ˘ 1 ` i◊j ˘
‘◊ pdj q “ ‘◊ pujj q ´ ‘◊ pu˚jj q “ e ´ e´i◊j . (84.95)
2i 2i
If k ‰ j, we have ‘1k pdj q “ 0 while, if j “ k, we have
1 B ` i◊j ˘
‘1j pdj q “ e ´ e´i◊j ◊ “0 “ 1. (84.96)
2i B◊j j

In summary,
‘1 pdj q “ ”kj . (84.97)
In order to see that ‘1k separates dk , we still have to prove that ‘1k pvi vj˚ q “ 0 for every i and j.
Problèmes et choses à faire
It seems to me that the functional we are looking at are ‘ and its derivatives. We are not working with arbitrary ◊1 , . . . , ◊n´1 . For arbitrary ◊,
we have
1 B ` ˘ 1 1
‘k pabq “ ‘◊ paq‘◊ pbq “ ‘k paq‘◊ pbq ` ‘◊ paq‘k pbq. (84.98)
B◊k
3172 CHAPTER 84. LEVY PROCESSES AND SUCH

We consider the functionals

a fiÑ ‘p◊, aq “ ‘◊ paq (84.99)
and the derivatives
B ` ˘
‘1l p◊, aq “ ‘p◊, aq
B◊l
(84.100)
B B ` ˘
‘2kl p◊, aq “ ‘p◊, aq
B◊k B◊l
We have the Leibnitz rules
B ` ˘
‘1l p◊, abq “ ‘p◊, aq‘p◊, bq
B◊l (84.101)
“ ‘1l p◊, aq‘p◊, bq ` ‘p◊, aq‘1l p◊, bq,
and
‘2kl p◊, abq “ ‘2kl p◊, aq‘p◊, bq ` ‘1l p◊, aq‘1k p◊, bq
(84.102)
` ‘1k p◊, aq‘1l p◊, bq ` ‘p◊, aq‘2kl p◊, bq.
We are interested in computing them on the basics elements 1, dj , vi vj˚ that are generating SUq pnq
modulo K3 . Computations show that
‘p◊, 1q “ 1
1` ˘
‘p◊, dj q “ ei◊j ´ e´i◊j ‘p0, dj q “ 0
2 (84.103)
‘p◊, vj q “ ei◊j ´ 1 ‘p0, vj q “ 0
‘p◊, vi vj˚ q “ pei◊i ´ 1qpe´i◊j ´ 1q ‘p0, vi vj˚ q “ 0.

Taking the derivative,

‘1l p◊, 1q “ 0
1
‘1l p◊, dj q “ i”lj pei◊l ` e´i◊l q ‘1l p0, dj q “ i”lj
2 (84.104)
‘1l p◊, vj q “ i”kl ei◊j ‘1l p0, vj q “ i”lj
‘1l p◊, vi vj˚ q “ ”ki ei◊i pe´i◊j ´ 1q ` pei◊i ´ 1q”kj e´i◊j ‘1l p0, vi vj˚ q “ 0.
Problèmes et choses à faire

Pourquoi dans ‘1l p◊, dj q, y’a pas un i qui descend à cause de la dérivée ?

Taking once again the derivative,

‘2kl p◊, 1q “ 0
1
‘2kl p◊, dj q “ ”lj ”kl pei◊l ´ e´i◊j q ‘2kl p0, dj q “ 0 (84.105)
2
‘2kl p◊, vj q “ ”lj ”kj ei◊j ‘2kl p0, vj q “ ”lj ”kj
and

‘2kl p◊, vi vj˚ q “ ´”ki ”li ei◊i pe´i◊j ´ 1q ` ”li ”kj ei◊i e´i◊j (84.106a)
´ ”kj ”lj e ´i◊j i◊i
pe ´ 1q ` ”lj ”ki e´i◊j i◊i
e (84.106b)

From these results, we deduce the following proposition.

Proposition 84.16.
The functional family
a fiÑ ‘paq
a fiÑ ‘1l paq (84.107)
a fiÑ ‘2kl paq
with 1 § k § l § n ´ 1 separates the points 1, dj , vj vj˚ with 1 § i § j § n ´ 1.
84.5. A REPRESENTATION 3173

Proof. For each point x P t1, dj , vi vj˚ u, we have to find a functional Ê in the given family such that
Êpyq ‰ 0 if and only if y “ x.
For x “ 1, the functional ‘ makes the work:

‘p1q ‰ 0, ‘pdj q “ 0, ‘pvi vj˚ q “ 0. (84.108)

The functional ‘1l separates dl , indeed

‘1l p0, 1q “ 0, ‘1l p0, dj q “ ”lj , ‘1l p0, vi vj˚ q “ 0. (84.109)

And finally the functional ‘2kl separates vk vl˚ because

‘2k lp0, 1q “ 0, ‘2k lp0, dj q “ 0, ‘2k lp0, vi vj˚ q “ ”li ”kj ` ”ki ”kj . (84.110)

The last is nonzero if and only if k “ i and l “ j.

Proposition 84.17.
The decomposition
n´1
ÿ ÿ
x “ c0 1 ` cj dj ` cij vi vj˚ ` k3 (84.111)
j“1 1§i§j§n´1

is unique and c0 “ ‘pxq, cj “ ‘1j pxq and cij “ ‘2ij pxq.

Proof. Applying ‘ to x we get ‘pxq “ c0 . We also have

n´1
ÿ
‘1l pxq “ ‘1lopd
cj lo mojoqn “ cl (84.112)
j“1
”lj

and
ÿ
‘2kl pxq “ cij ”lj ”kj “ ckl . (84.113)
i§i§j§n´1

Then the element k3 is unique as the difference

ÿ ÿ
k3 “ x ´ c0 1 ´ cj dj ´ cij vi vj˚ . (84.114)

We define the map

P : A q Ñ K2
n´1
ÿ (84.115)
x fiÑ x ´ ‘pxq1 ´ ‘1j pxqdj .
j“1

This map satisfies because

` ˘
‘ P pxq “ ‘pxq ´ ‘pxq “ 0
` ˘ ÿ (84.116)
‘1k P pxq “ ‘1k pxq ´ ‘1j pxq‘1k pdj q “ ‘1k pxq ´ ‘1k pxq “ 0,

so that
` ˘
P P pxq “ P pxq. (84.117)
3174 CHAPTER 84. LEVY PROCESSES AND SUCH

84.6 Gaussian process

We follow [617].

Proposition 84.18.
If L is conditionally positive and hermitian, then the following conditions are equivalent:
1. ÷ “ 0
2. L|K2 “ 0
3. L is a ‘-derivation, that means

Lpabq “ ‘paqLpbq ` Lpaq‘pbq (84.118)

for every ab, P A.

4. The states Ït are homomorphisms: Ït pabq “ Ït paqÏt pbq for every a, b P A and t • 0.

A Schürmann triple with such a L is a drift.

Proposition 84.19.
Let L be an hermitian conditionally positive linear functional on A. The following conditions are
then equivalent:
1. L|K3 “ 0;
2. ÷|K2 “ 0;
3. Lpb˚ bq “ 0 for every b P K2 ;
4. ÷pabq “ ‘paq÷pbq ` ÷paq‘pbq for every a, b P A;
5. fipaq “ ‘paq1 for every a P A.

We say that the triple pfi, ÷, Lq with a L satisfying the above conditions describes a Gaussian.

Proposition 84.20.
A generator of a Gaussian process satisfies
ÿ ÿ
L“ –k ‘1k ` Bij ‘2ij (84.119)

where the ‘1k and ‘2ij are the derivatives of the representation defined in proposition 84.9.

We suppose now that fi is not Gaussian (that is fi is not ‘1), but

fi “ fi1 ‘ fi2 (84.120)

where fi1 is Gaussian.
Problèmes et choses à faire
Il est dit que l’espace sur lequel fi agit est £
H1 “ ker fipaq. (84.121)
–PK1

Cependant par définition de K1 , ‘paq “ 0 dès que a P K1 , donc fi1 paq “ 0.

Comment ça marche ?

84.6.1 Poisson process

Proposition 84.21.
Let L : A Ñ be a linear hermitian conditionally positive functional. Then the following condi-
tions are equivalent:
1. there exists a state Ï : A Ñ and a real ⁄ ° 0 such that
` ˘
Lpbq “ ⁄ Ïpbq ´ ‘pbq (84.122)

for every b P A;
84.6. GAUSSIAN PROCESS 3175

2. there exists a Schürmann triple pfi, ÷, Lq such that the cocycle is trivial, that is there exists
a h P H such that ` ˘
÷pbq “ fipbq ´ ‘pbq h. (84.123)

A generator L satisfying these properties is a Poisson generator. The map ÷ is the cobound-
ary of h.
Problèmes et choses à faire

Il faut expliquer cette histoire d’opérateurs O.

84.6.2 Gaussian cocycle

Définition 84.22.
Let fi be a representation of A on an Hilbert space H. We define
£
H‘ “ ker fipaq. (84.124)
aPK1

The restriction of fi on H‘ is the Gaussian part of fi.

In order to see that this definition makes sense, we have to prove that fipxqf P H‘ whenever
x P A and f P H‘ . If a P K1 , we have fipaqfipxqf “ fipaxqf “ 0 because K1 is an ideal.

Lemme 84.23.
The representation respects the decomposition H “ H‘ ‘ H‘K . Namely,
1. The representation acts as the counit on its Gaussian part:

fipaq|H‘ “ ‘paq Id |H‘ . (84.125)

2. We have fipAq qH‘K Ä H‘K .

Proof. 1. Let f P H‘ . We use proposition 84.17 taking into account the fact that fipdj qf “
fipvj˚ qf “ fipk3 qf “ 0. It remains fipxqf “ c0 f “ ‘pxqf .
2. Let h P H‘K . For every v P H‘ we have xv, hy “ 0. If x P Aq , we have

xv, fipxqhy “ xfipx˚ qv, hy “ 0 (84.126)

since fipx˚ qv “ ‘px˚ qv P H‘ .

Proposition
∞ 84.24.
Let w “ nj“1 vj˚ vj . Then
n
£
H‘ “ ker fipwq “ ker fipvj q. (84.127)
j“1

Proof. Let f P H‘ . Since fipvj qf “ 0 for every j, taking the sum we have fipwqf “ 0. Thus
H‘ Ä ker fipwq. Let now f P ker fipwq. We have

0 “ xf, fipwqf y
ÿn
“ xfipvj qf, fipvj qf y
j“1
(84.128)
ÿ
“ }fipvj qf }2 .
j

Thus for every j we have }fipvj qf } “ 0 and f P ker fipvj q. That proves the inclusion
n
£
ker fipwq Ä ker fipvj q. (84.129)
j“1
3176 CHAPTER 84. LEVY PROCESSES AND SUCH

Let f P ker fipvj q and i † j. We have fipujj qf “ f and from (70.33b) we know that

fipuij qf “ fipuij qfipujj qf “ qfipujj qfipuij qf, (84.130)

in other words, “ ‰
Id ´qfipujj q fipuij qf “ 0. (84.131)
By invertibility
ì of the operator Id ´qfipujj q is invertible (corollary 70.12), the latter implies fipuij qf “
0 and f P i†j ker fipuij q. Thus we have
£
ker fipvj q Ä ker fipuij q. (84.132)
i†j

Combining with (84.129), we have

£
ker fipwq Ä ker fipuij q. (84.133)
1§i†j§n

Let us now prove that

n
£ £
ker fipvj q Ä ker fipuij q. (84.134)
j“1 1§j†i§n

For that consider f P H such that fipvj qf “ 0 for every j “ 1, ¨ ¨ ¨ , n and apply fi to the relation
(70.52). For each i we have
n
ÿ
Id “ fipu˚si qfipusi q. (84.135)
s“1

Applying to f and cutting the sum in three parts,

ÿ ÿ
f“ fipu˚si qfipusi qf ` fipu˚ii qfipuii qf ` fipu˚si qfipusi qf. (84.136)
s†i s°i

The inclusion (84.132) shows that fipusi qf “ 0 when s † i; in the same time fipuii qf “ f . We are
thus left with ÿ
0“ fipu˚si qfipusi qf (84.137)
s°i

That implies in particular that

ÿ ÿ
0“ xf, fipusi q˚ fipusi qf y “ }fipusi qf }, (84.138)
s°i s°i

and that fipusi qf “ 0. What we just proved is that

n
£ £
ker fipvj q Ä ker fipuij q. (84.139)
j“1 1§j†i§n

Combining with (84.133), we have

n
£ £
ker fipvj q Ä ker fipuij q. (84.140)
j“1 i‰j

Since K1 is made of uij (i ‰ j) and vj , we also have

n
£
ker fipvj q Ä H‘ (84.141)
j“1
ìn
and then ker fipwq Ä H‘ because of (84.129). The inclusion (84.141) also shows that j“1 ker fipvj q “
H‘ . This concludes the proof.
84.6. GAUSSIAN PROCESS 3177

Proposition 84.25.
Let h1 , . . . , hn P H. If pfi, ÷, Lq is a Gaussian triple and if ÷ satisfies ÷pvj˚ q “ hj for j “ 1, . . . , n´1,
then ÷ reads
÷ : Aq Ñ H
n´1
ÿ (84.142)
a fiÑ i‘1k paqhk .
k“1

Proof. The first point to be shown is that the given ÷ is a Gaussian fi-‘-1-cocycle. For that we
have
ÿ ´
n´1 ¯
÷pabq “ i ‘1k paq‘pbq ` ‘paq‘1k pbq hk
k“1 (84.143)
“ ÷paq‘pbq ` ‘paq÷pbq.
Since fi is part of a Gaussian triple, it satisfies ‘paq “ fipaq. Thus we obtain the cocycle condition
÷pabq “ fipaq÷pbq ` ÷paq‘pbq. The fact for a cocycle to be Gaussian is ÷|K2 “ 0 (proposition 84.19).
Here, since ‘1k pabq “ ‘1k paq‘pbq ` ‘paq‘1k pbq, we have

÷pabq “ 0 (84.144)

whenever a and b belong to K1 . We proved that the map ÷ of equation (84.142) is a Gaussian
cocycle.
Since vj “ ujj ´ 1, we have

B “ ‰
‘1k p0, vj˚ q “ ‘p◊, vj˚ q ◊“0
B◊k
B “ ‰
“ ‘p◊, u˚jj q ´ ‘p◊, 1q ◊“0
B◊k (84.145)
B “ ´i◊j ‰
“ e
B◊k
“ ´i”kj ,

so that
n´1
ÿ
÷pvj˚ q “ ip´iq”kj hk “ hj . (84.146)
k“1

Since proposition 84.8 states that a cocycle is determined by its values on the elements vj˚ (j “
1, . . . n ´ 1), the formula (84.142) determines the unique cocycle such that ÷pvj˚ q “ hj .

Proposition 84.26.
Every Gaussian cocycle reads
n´1
ÿ
÷paq “ i‘1k paqhk (84.147)
k“1

with hk “ ÷pvj˚ q.

Proof. For each x P Aq we have the decomposition

n´1
ÿ
x “ ‘pxq1 ` ‘1j pxqdj ` k2 . (84.148)
j“1

Applying ÷ and taking into account ÷p1q “ ÷pk2 q “ 0 (the second equality is because ÷ is Gaussian),
we have
n´1
ÿ
÷pxq “ ‘1k pxq÷pdk q. (84.149)
k“1
3178 CHAPTER 84. LEVY PROCESSES AND SUCH

It remains to be proven that ÷pdj q “ i÷pvj˚ q. We have

n´1
ÿ
÷pvj˚ q “ ÷pu˚jj q “ ‘1k pu˚jj q÷pdk q
k
n´1
ÿ (84.150)
“´ i”jk ÷pdk q
k“1
“ ´i÷pdj q.

Problèmes et choses à faire

Ici, Anna fait un truc plus compliqué.

84.6.3 Gaussian generator

Following proposition 84.21, a Gaussian generator has to vanish on K3 and being hermitian,
conditionally positive.
Let us begin to investigate linear functional  vanishing on K3 . Since an element of Aq
decomposes into
n´1
ÿ ÿ
x “ ‘pxq1 ` ‘1j pxqdj ` ‘1ij pxqvi vj˚ ` k3 , (84.151)
j“1 1§i§j§n´1

the functional  is determined by its values on the elements 1, dj (j “ 1, . . . , n ´ 1) and vi vj˚

(1 § i § j § n ´ 1). But the functionals ‘, ‘1k and ‘2kl are separating these points, so

n´1
ÿ n´1
ÿ
 “ –0 ‘ ` –k ‘1k ` —kl ‘2kl . (84.152)
k“1 k,l

Since ‘2kl is symmetric with respect to k, l, we can choose —kl “ —l k.

Proposition 84.27.
Let  be of the form
n´1
ÿ n´1
ÿ
 “ –0 ‘ ` –k ‘1k ` —kl ‘2kl (84.153)
k“1 k,l

and denote by B the matrix made of the numbers —ij . Then

1. Âp1q “ 0 if and only if –0 “ 0.
2. The functional  is hermitian if and only if –i P and —ij P .
Problèmes et choses à faire

Et –0 aussi doit être réel pour que  soit hermitienne ?

3. If the matrix B is positive defined, the functional  is conditionally positive.

4. If  is conditionally positive and hermitian, then B is positive defined.

Proof. 1. Since ‘1k p1q “ ‘2kl p1q “ 0 and ‘p1q “ 1, we have Âp1q “ –0 .
2. Let us begin with the elements of B1 . If a belongs to the span of B1 ,
n´1
ÿ n´1
ÿ
Âpa˚ q “ –k ‘1k pa˚ q “ –k ‘1k paq, (84.154)
k“1 k“1

so Âpa˚ q “ Âpaq if and only if –k P .

Problèmes et choses à faire

Il me semble qu’il faut aussi prendre –0 P .

84.6. GAUSSIAN PROCESS 3179

For elements in B2 , we use the formula (84.106b):

` ˘ n´1
ÿ
 pvk vl˚ q˚ “ Bij ‘2ij pvl vk˚ q
i,j“1
ÿ
“ Bij p”jl ”ik ` ”jk ”il q (84.155)
i,j

“ Bkl ` Blk
“ 2Bkl
because B is symmetric. On the other hand we have similarly
Âpvk vl˚ q “ 2Bkl , (84.156)
so that Bkl has to be real when  is Hermitian.
3. Let a P K1 . Using Leibnitz rule we have
‘pa˚ aq “ 0
‘1i pa˚ aq “ 0 (84.157)
‘2ij pa˚ aq “ ‘1j pa˚ q‘1i paq ` ‘1i pa˚ q‘1i paq.
Thus ÿ ÿ
Âpa˚ aq “ 2 Bij ‘1i pa˚ q‘1j paq “ 2 Bij ‘1i paq‘1j paq. (84.158)
ij ij
∞
Let us notice that ‘1i paq‘1j paq is a general product xi xj with x P n´1 because, if a “ k xk dk ,
ÿ
‘i paq “ xk ‘1i pdk q “ ixi , (84.159)
k

so that ‘1i paq‘1j paq “ p´iqixi xj “ xi xj . By definition if B is positive defined, the right hand
side of equation (84.158) is positive and  is conditionally positive.
4. If  is Hermitian, we already see that Bij are real. Now positivity of
ÿ
Bij ‘1i paq‘1j paq (84.160)
ij

shows that B is positive defined.

Problèmes et choses à faire

Que signifie une matrice «définie positive» ?

Corollaire 84.28.
If  is a Gaussian generator, there exist reals numbers –1 , ¨ ¨ ¨ , –n´1 and a symmetric positive
defined matrix B such that
n´1
ÿ n´1
ÿ
“ –k ‘1k ` Bij ‘2ij . (84.161)
k“1 i,j“1

Proof. By definition, a Gaussian generator is Hermitian, conditionally positive and vanishes on

K3 . We already know that it is of the form
n´1
ÿ n´1
ÿ
 “ –0 ‘ ` –k ‘1k ` Bkl ‘2kl . (84.162)
k“1 k,l

If  is Hermitian, –i “ 0 and Bij P . If  is Hermitian and conditionally positive, then B is

positive definite.
Problèmes et choses à faire

Pourquoi –0 “ 0 ? C’est à dire : pourquoi Âp1q “ 0 ?

3180 CHAPTER 84. LEVY PROCESSES AND SUCH

Proposition 84.29.
consider the Gaussian cocycle (proposition 84.26)
n´1
ÿ
÷paq “ i‘1k paqhk . (84.163)
k“1

1. If the numbers xhk , hl y are real, then the formula

1 ÿ
n´1
“ xhk , hl y‘2kl (84.164)
2 k,l“1

defines a conditionally positive Hermitian functional associated with the cocycle ÷.

2. If one of xhk , hl y is not real, then there are no Hermitian functional associated with ÷.

Proof. 1. We denote –kl “ xhk , hl y. If these numbers are real, we have –kl “ –lk since
xhk , hl y “ xhl , hk y. From corollary 84.73., the functional  is associated with ÷ if
´ x÷pa˚ q, ÷pbqy “ ‘paqÂpbq ´ Âpabq ` Âpaq‘pbq. (84.165)
Using the Leibnitz rule (84.102) (reduced by the fact that a and b belong to K1 ), we have
1ÿ
Âpabq “ –kl ‘2kl pabq
2 kl
1 ` ˘
“ –kl ‘1l paq‘1k pbq ` ‘1k paq‘1l pbq
2
ÿ
“ xhk , hl y‘1k paq‘1l pbq (84.166)
kl
ÿ
“ x‘1k paqhk , ‘1l pbqhl y
kl
“ x÷pa˚ q, ÷pbqy.
The functional  is hermitian because it is of form (84.153) with –i “ 0 and –kl P .
Moreover the matrix Bkl “ xhk , hl y is symmetric and real and defines a Gaussian cocycle,
so that the functional  is Hermitian.
2. The number xhk , hl y decomposes in real and imaginary parts as
xhk , hl y “ —kl ` idkl (84.167)
with
1` ˘
—kl “ xhk , hl y ` xhl , hk y
2 (84.168)
´i ` ˘
dkl “ xhk , hl y ´ xhl , hk y
2
If  is Hermitian, for a and b in K1 we have
Âpabq “ x÷pa˚ q, ÷pbqy
ÿ
“ x‘1k pa˚ qhk , ‘1l pbqhl y
kl
ÿ
“ ‘1k pa˚ q‘1l pbqxhk , hl y (84.169)
kl
ÿ
“ ‘1k paq‘1l pbqxhk , hl y
kl

Computing that way Âpvi vj q and Âpvj˚ vi˚ q and taking into account the formula ‘1k pvi q “ i”ki ,
we found that  is only Hermitian if
xhi , hj y “ xhj , hi y, (84.170)
which means that xhi , hj y is real.
84.6. GAUSSIAN PROCESS 3181

Let fi be the representation of Aq on H and

H “ H‘ ‘ H‘K (84.171)

be the decomposition of H into Gaussian and non-Gaussian parts. The Schürmann triple is
completed by  : Aq Ñ and ÷ : Aq Ñ H. We consider the corresponding decomposition of ÷:

÷ “ ÷‘ ‘ ÷K (84.172)

where ÷ ‘ “ projH‘ ˝÷ and ÷ K “ projH‘K ˝÷. Let us denote by h‘ the projection of h on H‘ . We

want to see under which conditions ÷ is a cocycle associated with a generator.
A Gaussian generator reads
n´1
ÿ
÷paq “ i‘1k paqhk (84.173)
k“1

where hi “ A condition to have a generator is to have xhi , hj y P

÷pvi˚ q. . Now, the Gaussian part
of the cocycle reads ÿ
÷ ‘ paq “ i‘1k paq proj‘ hk . (84.174)
k

It will accept a generator if and only if

xproj‘ hi , proj‘ hj y (84.175)

is real.
On the other hand, we can check that ÷ ‘ is a cocycle for the representation fi, i.e.

÷ ‘ pabq “ fipaq÷ ‘ pbq ` ÷ ‘ paq‘pbq, (84.176)

or
proj‘ ÷pabq “ fipaq proj‘ ÷pbq ` proj‘ ÷paq‘pbq. (84.177)
From lemma 84.23 we have fipaq÷ ‘ pbq “ ‘paq÷ ‘ pbq. We write the second term under the form
´ ` ˘¯
proj‘ fipaq ÷ ‘ pbq ` ÷ K pbq “ ‘paq÷ ‘ pbq ` proj‘ fipaq÷ K . (84.178)

The last term vanishes by lemma 84.23.