Noncommutative continuous Bernoulli shifts

Jürgen Hellmich; Claus Köstler; Burkhard Kümmerer

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Noncommutative continuous Bernoulli shifts

Jürgen Hellmich·Claus Köstler·Burkhard Kümmerer

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Abstract

We introduce a non-commutative extension of Tsirelson-Vershik's noises, called (non-commutative) continuous Bernoulli shifts. These shifts encode stochastic independence in terms of commuting squares, as they are familiar in subfactor theory. Such shifts are, in particular, capable of producing Arveson's product system of type I and type II. We investigate the structure of these shifts and prove that the von Neumann algebra of a (scalar-expected) continuous Bernoulli shift is either finite or of type III. The role of (`classical') stationary flows for Tsirelson-Vershik's noises is now played by cocycles of continuous Bernoulli shifts. We show that these cocycles provide an operator algebraic notion for Levy processes. They lead, in particular, to units and `logarithms' of units in Arveson's product systems. Furthermore, we introduce (non-commutative) white noises, which are operator algebraic versions of Tsirelson's `classical' noises. We give examples coming from probability, quantum probability and from Voiculescu's theory of free probability. Our main result is a bijective correspondence between additive and unital shift cocycles. For the proof of the correspondence we develop tools which are of interest on their own: non-commutative extensions of stochastic Ito integration, stochastic logarithms and exponentials.

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Jürgen Hellmich, Claus Köstler, Burkhard Kümmerer. 2004-11-25. Noncommutative continuous Bernoulli shifts. https://arxiv.org/abs/math/0411565

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