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Non-commutative stochastic distributions and applications to linear systems theory

Daniel Alpay and Guy Salomon

Stochastic Processes and their Applications, 2013, vol. 123, issue 6, 2303-2322

Abstract: In this paper, we introduce a non-commutative space of stochastic distributions, which contains the non-commutative white noise space, and forms, together with a natural multiplication, a topological algebra. Special inequalities which hold in this space allow to characterize its invertible elements and to develop an appropriate framework of non-commutative stochastic linear systems.

Keywords: Convolution algebra; Non-commutative white noise space; Non-commutative stochastic distributions (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spa.2013.02.005

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