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Classical and Quantum Stochastic Processes
(September 13, 2022–May 30, 2023, online via Zoom)

We kindly ask all participants, including remote ones and those
watching recorded videos, to register at https://forms.gle/2LcHAR8zWWGPTVi89.


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 2022/2023:

Time: Tuesday 11:30 – 12:55

First lecture: February 7


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, September 13, 2022–May 30, 2023

May 23, 2023 (Tue)
1. Lecture 15. Classical and Quantum Stochastic Processes II
G. G. Amosov
May 23, 2023 11:30, online via Zoom

May 16, 2023 (Tue)
2. Lecture 14. Classical and Quantum Stochastic Processes II
G. G. Amosov
May 16, 2023 11:30, online via Zoom

May 2, 2023 (Tue)
3. Lecture 13. Classical and Quantum Stochastic Processes II
G. G. Amosov
May 2, 2023 11:30, online via Zoom

April 25, 2023 (Tue)
4. Lecture 12. Classical and Quantum Stochastic Processes II
G. G. Amosov
April 25, 2023 11:30, online via Zoom

April 18, 2023 (Tue)
5. Lecture 11. Classical and Quantum Stochastic Processes II
G. G. Amosov
April 18, 2023 11:30, online via Zoom

April 11, 2023 (Tue)
6. Lecture 10. Classical and Quantum Stochastic Processes II
G. G. Amosov
April 11, 2023 11:30, online via Zoom

April 4, 2023 (Tue)
7. Lecture 9. Classical and Quantum Stochastic Processes II
G. G. Amosov
April 4, 2023 11:30, online via Zoom

March 28, 2023 (Tue)
8. Lecture 8. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 28, 2023 11:30, online via Zoom

March 21, 2023 (Tue)
9. Lecture 7. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 21, 2023 11:30, online via Zoom

March 14, 2023 (Tue)
10. Lecture 6. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 14, 2023 11:30, online via Zoom

March 7, 2023 (Tue)
11. Lecture 5. Classical and Quantum Stochastic Processes II
G. G. Amosov
March 7, 2023 11:30, online via Zoom

February 28, 2023 (Tue)
12. Lecture 4. Classical and Quantum Stochastic Processes II
G. G. Amosov
February 28, 2023 11:30, online via Zoom

February 21, 2023 (Tue)
13. Lecture 3. Classical and Quantum Stochastic Processes II
G. G. Amosov
February 21, 2023 11:30, online via Zoom

February 14, 2023 (Tue)
14. Lecture 2. Classical and Quantum Stochastic Processes II
G. G. Amosov
February 14, 2023 11:30, online via Zoom

February 7, 2023 (Tue)
15. Lecture 1. Classical and Quantum Stochastic Processes II
G. G. Amosov
February 7, 2023 11:30, online via Zoom

December 20, 2022 (Tue)
16. Lecture 15. Classical and Quantum Stochastic Processes I
G. G. Amosov
December 20, 2022 11:30, online via Zoom

December 13, 2022 (Tue)
17. Lecture 14. Classical and Quantum Stochastic Processes I
G. G. Amosov
December 13, 2022 11:30, online via Zoom

December 6, 2022 (Tue)
18. Lecture 13. Classical and Quantum Stochastic Processes I
G. G. Amosov
December 6, 2022 11:30, online via Zoom

November 29, 2022 (Tue)
19. Lecture 12. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 29, 2022 11:30, online via Zoom

November 22, 2022 (Tue)
20. Lecture 11. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 22, 2022 11:30, online via Zoom

November 15, 2022 (Tue)
21. Lecture 10. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 15, 2022 11:30, online via Zoom

November 8, 2022 (Tue)
22. Lecture 9. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 8, 2022 11:30, online via Zoom

November 1, 2022 (Tue)
23. Lecture 8. Classical and Quantum Stochastic Processes I
G. G. Amosov
November 1, 2022 11:30, online via Zoom

October 25, 2022 (Tue)
24. Lecture 7. Classical and Quantum Stochastic Processes I
G. G. Amosov
October 25, 2022 11:30, online via Zoom

October 18, 2022 (Tue)
25. Lecture 6. Classical and Quantum Stochastic Processes I
G. G. Amosov
October 18, 2022 11:30, online via Zoom

October 11, 2022 (Tue)
26. Lecture 5. Classical and Quantum Stochastic Processes I
G. G. Amosov
October 11, 2022 11:30, online via Zoom

October 4, 2022 (Tue)
27. Lecture 4. Classical and Quantum Stochastic Processes I
G. G. Amosov
October 4, 2022 11:30, online via Zoom

September 27, 2022 (Tue)
28. Lecture 3. Classical and Quantum Stochastic Processes I
G. G. Amosov
September 27, 2022 11:30, online via Zoom

September 20, 2022 (Tue)
29. Lecture 2. Classical and Quantum Stochastic Processes I
G. G. Amosov
September 20, 2022 11:30, online via Zoom

September 13, 2022 (Tue)
30. Lecture 1. Classical and Quantum Stochastic Processes I
G. G. Amosov
September 13, 2022 11:30, online via Zoom
 
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