Noncommutative analogs of probabilistic notions and results (Q1068333): Difference between revisions

Considering a random variable as a multiplication operator by a measurable function, a natural generalization consists in allowing noncommuting and unbounded operators defined on a common invariant domain with cyclic vector \(\Phi\). By multiplication and addition, these operators generate a *-algebra which in turn can be considered as a representation \(\pi\) of an abstract *-(tensor) algebra. Moments are replaced by \(m(a_ 1...a_ n)=<\Phi,\pi (a_ 1)...\pi (a_ n)\Phi >.\) In analogy to the classical case the notions of cumulants, addition of independent random variables, and infinite divisibility are introduced, as well as Gaussianness as a generalization of normal random variables. Previous results are briefly reviewed, including a characterization of infinite divisibility, a generalization of two factorization theorems of Khinchine for positive definite functions and a noncommutative version of a theorem of Marcinkiewicz for positive definite functions whose logarithms are polynomials. The notion of infinite divisibility for Lie algebras was first defind by \textit{R. F. Streater}, Z. Wahrsch. Verw. Gebiete, 19, 67-80 (1971; Zbl 0211.055), and in the present context by the author, Commun. Math. Phys. 45, 137-151 (1975; Zbl 0315.46065) where also the factorization theorems appear. For quantum field theory a version of the Marcinkiewicz theorem was proved by \textit{D. W. Robinson}, Commun. Math. Phys. 1, 89-94 (1965; Zbl 0128.459), and the above-mentioned general noncommutative version by \textit{K. Baumann} and the author, Publ. Res. Inst. Math. Sci. 21, 191-204 (1985). Among the new results are noncommutative analogs of versions of the central limit theorem and of Cramér's theorem. All results have direct applications to representations of Lie algebras, to quantum field theory, and to statistical mechanics.