Complex Obtuse Random Walks and their Continuous-Time Limits

We study a particular class of complex-valued random variables and their associated random walks: the complex obtuse random variables. They are the generalization to the complex case of the real-valued obtuse random variables which were introduced in [4] in order to understand the structure of normal martingales in $R^n$. The extension to the complex case is mainly motivated by considerations from Quantum Statistical Mechanics, in particular for the seek of a characterization of those quantum baths acting as classical noises. The extension of obtuse random variables to the complex case is far from obvious and hides very interesting algebraical structures. We show that complex obtuse random variables are characterized by a 3-tensor which admits certain symmetries which we show to be the exact 3-tensor analogue of the normal character for 2-tensors (i.e. matrices), that is, anecessary and suffi cient condition for being diagonalizable in some orthonormal basis. We discuss the passage to the continuous-time limit for these random walks and show that they converge in distribution to normal martingales in CN. We show that the 3-tensor associated to these normal martingales encodes their behavior, in particular the diagonalization directions of the 3-tensor indicate the directions of the space where the martingale behave like a di ffusion and those where it behaves like a Poisson process. We finally prove the convergence, in the continuous-time limit, of the corresponding multiplication operators on the canonical Fock space, with an explicit expression in terms of the associated 3-tensor again.

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Field Value
Source https://hal.science/hal-00946832
Author Attal, Stéphane, Deschamps, Julien, Pellegrini, Clément
Maintainer CCSD
Last Updated May 6, 2026, 05:34 (UTC)
Created May 6, 2026, 05:34 (UTC)
Identifier hal-00946832
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institut Camille Jordan (ICJ) ; École Centrale de Lyon (ECL) ; Université de Lyon-Université de Lyon-Université Claude Bernard Lyon 1 (UCBL) ; Université de Lyon-Institut National des Sciences Appliquées de Lyon (INSA Lyon) ; Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Jean Monnet - Saint-Étienne (UJM) ; Université Jean Monnet (EPSCPE) (UJM EPE)-Université Jean Monnet (EPSCPE) (UJM EPE)-Centre National de la Recherche Scientifique (CNRS)
creator Attal, Stéphane
date 2013-05-06T00:00:00
harvest_object_id 48f5c240-1601-422a-b738-afe5a025e798
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-04-23T00:00:00
set_spec type:UNDEFINED