The course covers key concepts and methods of the theory of random processes. The spectral theory of random processes is developed. Special attention is paid to Gaussian and Poisson processes. Quantum processes of creation, annihilation, and conservation in the symmetric Fock space are introduced. We prove stochastic equivalence for Brownian motion and the Poisson process to quantum random processes in the Fock space.

Spring Semester Schedule of 2021/2022:

Time: Tuesday 11:30 – 12:55

First lecture: February 1

Lecturer
Amosov Grigori Gennadievich

Organizations
Moscow Institute of Physics and Technology (State University), Dolgoprudny, Moscow region
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Steklov International Mathematical Center