THE QUANTUM DECOMPOSITION OF RANDOM VARIABLES WITHOUT MOMENTS

Abstract

The quantum decomposition of a classical random variable is one of the deep results of quantum probability: it shows that any classical random variable or stochastic process has a built-in non-commutative structure which is intrinsic and canonical, and not artificially put by hands. Up to now the technique to deduce the quantum decomposition has been based on the theory of interacting Fock spaces and on Jacobi's tri-diagonal relation for orthogonal polynomials. Therefore it requires the existence of moments of any order and cannot be applied to random variables without this property. The problem to find an analogue of the quantum decomposition for random variables without finite moments of any order remained open for about fifteen years and nobody had any idea of how such a decomposition could look like. In the present paper we prove that any infinitely divisible random variable has a quantum decomposition canonically associated to its Lévy–Khintchin triple. The analytical formulation of this result is based on Kolmogorov representation of these triples in terms of 1–cocycles (helices) in Hilbert spaces and on the Araki–Woods–Parthasarathy–Schmidt characterization of these representation in terms of Fock spaces. It distinguishes three classes of random variables: (i) with finite second moment; (ii) with finite first moment only; (iii) without any moment. The third class involves a new type of renormalization based on the associated Lévy–Khinchin function.