Abstract

We construct noncommutative Brownian motions indexed by partially ordered subsets of Euclidean spaces. The noncommutative independence under consideration is the bm-independence and the time parameter is taken from a positive cone in a vector space ([Formula: see text], the Lorentz cone or the positive definite real symmetric matrices). The construction extends the Muraki's idea of monotonic Brownian motion. We show that our Brownian motions have bm-independent increments for bm-ordered intervals. The appropriate version of the Donsker Invariance Principle is also proved for each positive cone. It requires the bm-Central Limit Theorems related to intervals in the given partially ordered set of indices.

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