From random sets to continuous tensor products: answers to three questions of W. Arveson
Boris Tsirelson

TL;DR
This paper explores the construction of continuous tensor product systems from stochastic processes, demonstrating how replacing Brownian motion with Bessel processes yields a variety of non-isomorphic product systems, thus addressing fundamental questions in operator algebra theory.
Contribution
It introduces a method to generate a continuum of non-isomorphic product systems by replacing Brownian motion with Bessel processes, answering three key questions posed by W. Arveson.
Findings
Replacing Brownian motion with Bessel processes produces non-isomorphic product systems.
The work provides new insights into the structure of continuous tensor product systems.
It advances understanding of the relationship between stochastic processes and operator algebra structures.
Abstract
The set of zeros of a Brownian motion gives rise to a product system in the sense of William Arveson (that is, a continuous tensor product system of Hilbert spaces). Replacing the Brownian motion with a Bessel process we get a continuum of non-isomorphic product systems.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Point processes and geometric inequalities · Stochastic processes and statistical mechanics
