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TMF, 2021 Volume 208, Number 1, Pages 97–121 (Mi tmf9975)

This article is cited in 11 papers

The law of large numbers for quantum stochastic filtering and control of many-particle systems

V. N. Kolokoltsovabc

a Department of Statistics, University of Warwick, Coventry, UK
b National Research University "Higher School of Economics", Moscow, Russia
c Petrozavodsk State University, Petrozavodsk, Russia

Abstract: There is an extensive literature on the dynamic law of large numbers for systems of quantum particles, that is, on the derivation of an equation describing the limiting individual behavior of particles in a large ensemble of identical interacting particles. The resulting equations are generally referred to as nonlinear Schrödinger equations or Hartree equations, or Gross–Pitaevskii equations. In this paper, we extend some of these convergence results to a stochastic framework. Specifically, we work with the Belavkin stochastic filtering of many-particle quantum systems. The resulting limiting equation is an equation of a new type, which can be regarded as a complex-valued infinite-dimensional nonlinear diffusion of McKean–Vlasov type. This result is the key ingredient for the theory of quantum mean-field games developed by the author in a previous paper.

Keywords: quantum dynamic law of large numbers, quantum filtering, homodyne detection, Belavkin equation, nonlinear stochastic Schrödinger equation, quantum interacting particles, quantum control, quantum mean-field games, infinite-dimensional McKean–Vlasov diffusion on manifold.

MSC: 91A15, 81Q05, 81Q93, 82C22, 93E11, 93E20

Received: 26.08.2020
Revised: 25.12.2020

DOI: 10.4213/tmf9975


 English version:
Theoretical and Mathematical Physics, 2021, 208:1, 937–957

Bibliographic databases:
ArXiv: 2008.07375


© Steklov Math. Inst. of RAS, 2026