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Classical and Quantum Stochastic Processes
(September 15, 2020–May 25, 2021, MIPT - MI RAS, Moscow)

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 2020/2021:

Time: Tuesday 11:30 – 12:55

First lecture: 9 February


Financial support. The course is supported by the Ministry of Science and Higher Education of the Russian Federation (the grant to the Steklov International Mathematical Center, Agreement no. 075-15-2019-1614).

Seminar organizer
Amosov Grigori Gennadievich

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


Classical and Quantum Stochastic Processes, Moscow, September 15, 2020–May 25, 2021

May 25, 2021 (Tue)
1. Lecture 14. Classical and Quantum Stochastic Processes
G. G. Amosov
May 25, 2021 11:30, Moscow, MIPT - MI RAS

May 18, 2021 (Tue)
2. Lecture 13. Classical and Quantum Stochastic Processes
G. G. Amosov
May 18, 2021 11:30, Moscow, MIPT - MI RAS

May 11, 2021 (Tue)
3. Lecture 12. Classical and Quantum Stochastic Processes
G. G. Amosov
May 11, 2021 11:30, Moscow, MIPT - MI RAS

April 27, 2021 (Tue)
4. Lecture 11. Classical and Quantum Stochastic Processes
G. G. Amosov
April 27, 2021 11:30, Moscow, MIPT - MI RAS

April 20, 2021 (Tue)
5. Lecture 10. Classical and Quantum Stochastic Processes
G. G. Amosov
April 20, 2021 11:30, Moscow, MIPT - MI RAS

April 13, 2021 (Tue)
6. Lecture 9. Classical and Quantum Stochastic Processes
G. G. Amosov
April 13, 2021 11:30, Moscow, MIPT - MI RAS

April 6, 2021 (Tue)
7. Lecture 8. Classical and Quantum Stochastic Processes
G. G. Amosov
April 6, 2021 11:30, Moscow, MIPT - MI RAS

March 30, 2021 (Tue)
8. Lecture 7. Classical and Quantum Stochastic Processes
G. G. Amosov
March 30, 2021 11:30, Moscow, MIPT - MI RAS

March 23, 2021 (Tue)
9. Lecture 6. Classical and Quantum Stochastic Processes
G. G. Amosov
March 23, 2021 11:30, Moscow, MIPT - MI RAS

March 16, 2021 (Tue)
10. Lecture 5. Classical and Quantum Stochastic Processes
G. G. Amosov
March 16, 2021 11:30, Moscow, MIPT - MI RAS

March 9, 2021 (Tue)
11. Lecture 4. Classical and Quantum Stochastic Processes
G. G. Amosov
March 9, 2021 11:30, Moscow, MIPT - MI RAS

March 2, 2021 (Tue)
12. Lecture 3. Classical and Quantum Stochastic Processes
G. G. Amosov
March 2, 2021 11:30, Moscow, MIPT - MI RAS

February 16, 2021 (Tue)
13. Lecture 2. Classical and Quantum Stochastic Processes
G. G. Amosov
February 16, 2021 11:30, Moscow, MIPT - MI RAS

February 9, 2021 (Tue)
14. Lecture 1. Classical and Quantum Stochastic Processes
G. G. Amosov
February 9, 2021 11:30, Moscow, MIPT - MI RAS
 
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