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Classical and Quantum Stochastic Processes
(September 7, 2021–May 31, 2022, online via Zoom, Moscow)

We kindly ask all participants, including remote ones and those
watching recorded videos, to register at https://forms.gle/FJuLG7GJY9GdCFvCA.


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

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 7, 2021–May 31, 2022

May 24, 2022 (Tue)
1. Lecture 33. Classical and Quantum Stochastic Processes II
G. G. Amosov
May 24, 2022 11:30, Moscow, online via Zoom

May 17, 2022 (Tue)
2. Lecture 32. Classical and Quantum Stochastic Processes II
G. G. Amosov
May 17, 2022 11:30, Moscow, online via Zoom

May 10, 2022 (Tue)
3. Lecture 31. Classical and Quantum Stochastic Processes II
G. G. Amosov
May 10, 2022 11:30, Moscow, online via Zoom

May 3, 2022 (Tue)
4. Lecture 30. Classical and Quantum Stochastic Processes II
G. G. Amosov
May 3, 2022 11:30, Moscow, online via Zoom

April 26, 2022 (Tue)
5. Lecture 29. Classical and Quantum Stochastic Processes II
G. G. Amosov
April 26, 2022 11:30, Moscow, online via Zoom

April 19, 2022 (Tue)
6. Lecture 28. Classical and Quantum Stochastic Processes II
G. G. Amosov
April 19, 2022 11:30, Moscow, online via Zoom

April 12, 2022 (Tue)
7. Lecture 27. Classical and Quantum Stochastic Processes II
G. G. Amosov
April 12, 2022 11:30, Moscow, online via Zoom

April 5, 2022 (Tue)
8. Lecture 26. Classical and Quantum Stochastic Processes II
G. G. Amosov
April 5, 2022 11:30, Moscow, online via Zoom

March 29, 2022 (Tue)
9. Lecture 25. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 29, 2022 11:30, Moscow, online via Zoom

March 22, 2022 (Tue)
10. Lecture 24. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 22, 2022 11:30, Moscow, online via Zoom

March 15, 2022 (Tue)
11. Lecture 23. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 15, 2022 11:30, Moscow, online via Zoom

March 8, 2022 (Tue)
12. Lecture 22. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 8, 2022 11:30, Moscow, online via Zoom

March 1, 2022 (Tue)
13. Lecture 21. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 1, 2022 11:30, Moscow, online via Zoom

February 22, 2022 (Tue)
14. Lecture 20. Classical and Quantum Stochastic Processes II
G. G. Amosov
February 22, 2022 11:30, Moscow, online via Zoom

February 15, 2022 (Tue)
15. Lecture 19. Classical and Quantum Stochastic Processes II
G. G. Amosov
February 15, 2022 11:30, Moscow, online via Zoom

February 8, 2022 (Tue)
16. Lecture 2. Classical and Quantum Stochastic Processes II
G. G. Amosov
February 8, 2022 11:30, Moscow, online via Zoom

February 1, 2022 (Tue)
17. Lecture 1. Classical and Quantum Stochastic Processes II
G. G. Amosov
February 1, 2022 11:30, Moscow, online via Zoom

December 21, 2021 (Tue)
18. Lecture 16. Classical and Quantum Stochastic Processes I
G. G. Amosov
December 21, 2021 11:30, Moscow, online via Zoom

December 14, 2021 (Tue)
19. Lecture 15. Classical and Quantum Stochastic Processes I
G. G. Amosov
December 14, 2021 11:30, Moscow, online via Zoom

December 7, 2021 (Tue)
20. Lecture 14. Classical and Quantum Stochastic Processes I
G. G. Amosov
December 7, 2021 11:30, Moscow, online via Zoom

November 30, 2021 (Tue)
21. Lecture 13. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 30, 2021 11:30, Moscow, online via Zoom

November 23, 2021 (Tue)
22. Lecture 12. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 23, 2021 11:30, Moscow, online via Zoom

November 16, 2021 (Tue)
23. Lecture 11. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 16, 2021 11:30, Moscow, online via Zoom

November 9, 2021 (Tue)
24. Lecture 10. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 9, 2021 11:30, Moscow, online via Zoom

November 2, 2021 (Tue)
25. Lecture 9. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 2, 2021 11:30, Moscow, online via Zoom

October 26, 2021 (Tue)
26. Lecture 8. Classical and Quantum Stochastic Processes I
G. G. Amosov
October 26, 2021 11:30, Moscow, online via Zoom

October 19, 2021 (Tue)
27. Lecture 7. Classical and Quantum Stochastic Processes I
G. G. Amosov
October 19, 2021 11:30, Moscow, online via Zoom

October 12, 2021 (Tue)
28. Lecture 6. Classical and Quantum Stochastic Processes I
G. G. Amosov
October 12, 2021 11:30, Moscow, online via Zoom

October 5, 2021 (Tue)
29. Lecture 5. Classical and Quantum Stochastic Processes I
G. G. Amosov
October 5, 2021 11:30, Moscow, online via Zoom

September 28, 2021 (Tue)
30. Lecture 4. Classical and Quantum Stochastic Processes I
G. G. Amosov
September 28, 2021 11:30, Moscow, online via Zoom

September 21, 2021 (Tue)
31. Lecture 3. Classical and Quantum Stochastic Processes I
G. G. Amosov
September 21, 2021 11:30, Moscow, online via Zoom

September 14, 2021 (Tue)
32. Lecture 2. Classical and Quantum Stochastic Processes I
G. G. Amosov
September 14, 2021 11:30, Moscow, online via Zoom

September 7, 2021 (Tue)
33. Lecture 1. Classical and Quantum Stochastic Processes I
G. G. Amosov
September 7, 2021 11:30, Moscow, online via Zoom
 
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