In this thesis, we analyse the generalisations of the Ornstein-Uhlenbeck (OU) semigroup and study them in both quantum and classical setups. In the first three chapters, we analyse the dissipative dynamics on noncommutative/quantum spaces, in particular, the systems with multiparticle interactions associated to CCR algebras. We provide various models where the dissipative dynamics are constructed using noncommutative Dirichlet forms. Some of our models decay to equilibrium algebraically and the Poincare inequality does not hold. Using the classical representation of generators of nilpotent Lie algebras, we provide the noncommutative representations of Lie algebras in terms of creation and annihilation operators and discuss the construction of corresponding Dirichlet forms. This introduces the opportunity to explore quantum stochastic processes related to Lie algebras and nilpotent Lie algebras. Additionally, these representations enable the investigation of the noncommutative analogue of hypoellipticity. In another direction, we explore the potential for introducing statistical models within a quantum framework. In this thesis, however, we present a classical statistical model of multivariate Graph superposition of OU (Gr supOU) process which allows for long(er) memory in the modelling of sparse graphs. We estimate these processes using generalised method of moments and show that it yields consistent estimators. We demonstrate the asymptotic normality of the moment estimators and validate these estimators through a simulation study.
翻译:本论文分析了Ornstein-Uhlenbeck(OU)半群的推广形式,并在量子与经典框架下对其进行研究。前三章重点探讨非对易/量子空间上的耗散动力学,特别是与CCR代数关联的多粒子相互作用系统。我们通过非对易狄利克雷形式构建耗散动力学,提供了多种模型示例。部分模型呈现代数衰减至平衡态的特征,且不满足庞加莱不等式。借助幂零李代数生成元的经典表示,我们以产生算符与湮灭算符的形式给出李代数的非对易表示,并讨论了相应狄利克雷形式的构造方法。这为探索与李代数及幂零李代数相关的量子随机过程提供了新途径。此外,这些表示使得研究次椭圆性的非对易类比成为可能。另一方面,我们探索了在量子框架内引入统计模型的潜力。然而,本论文提出了一种经典统计模型——多元图叠加OU(Gr supOU)过程,该模型能够在稀疏图建模中实现更长记忆性。我们采用广义矩估计方法对这些过程进行参数估计,并证明其能产生一致估计量。我们展示了矩估计量的渐近正态性,并通过仿真研究验证了这些估计量的有效性。