Non-commutative stochastic processes with independent increments

Abstract

This paper is on the research of Wilhelm von Waldenfels in the mathematical field of quantum (or non-commutative) probability theory. Wilhelm von Waldenfels certainly was one of the pioneers of this field. His idea was to work with moments and to replace polynomials in commuting variables by free algebras which play the role of algebras of polynomials in non-commuting quantities. Before he contributed to quantum probability he already worked with free algebras and free Lie algebras. One can imagine that this helped to create his own special algebraic method which proved to be so very fruitful. He came from physics. His PhD thesis, supervised by Heinz König, was in probability theory, in the more modern and more algebraic branch of probability theory on groups. Maybe the three, physics, abstract algebra and probability, must have been the best prerequisites to become a pioneer, even one of the founders, of quantum probability. We concentrate on a small part of the scientific work of Wilhelm von Waldenfels. The aspects of physics are practically not mentioned at all. There is nothing on his results in classical probability on groups (Waldenfels operators). This is an attempt to show how the concepts of non-commutative notions of independence and of Lévy processes on structures like Hopf algebras developed from the ideas of Wilhelm von Waldenfels.