Cumulants in noncommutative probability theory I. Noncommutative exchangeability systems
نویسندگان
چکیده
منابع مشابه
Cumulants in Noncommutative Probability Theory I. Noncommutative Exchangeability Systems
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting. It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the formula says that cumulants are moments of a certain “discrete Fourier transform” of a random variable. This provides a simple unified method to understand ...
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ژورنال
عنوان ژورنال: Mathematische Zeitschrift
سال: 2004
ISSN: 0025-5874,1432-1823
DOI: 10.1007/s00209-004-0653-0