Cumulants in noncommutative probability theory. II: Generalized Gaussian random variables (Q1424392): Difference between revisions

[Part I appeared in Math. Z. 248, 67--100 (2004; Zbl 1089.46040).] The author's main concern is to investigate noncommutative cumulants. He considers generalized Gaussian random variables (GGRV) from the point of view of combinatorial cumulant theory and proves various characterizations of GGRV in terms of noncommutative probability theory. The spherical symmetry and Bernstein's theorem in the classical case can be transferred to the noncommutative case, and a higher dimensional version of Bernstein's theorem is proved as well. Although Marcinkiewicz's theorem and Cramér's theorem hold, e.g., for Boolean independence [cf. \textit{R. Speicher} and \textit{R. Woroudi}, Fields Inst. Commun. 12, 267--279 (1997; Zbl 0872.46033)], it is shown that they do not hold for free independence. Lastly, Lukacs' theorem is also extended to the noncommutative case. This is due to \textit{O. Hiwatashi}, \textit{T. Kuroda}, \textit{M. Nagisa} and \textit{H. Yoshida} [Math. Z. 230, 63--77 (1999; Zbl 0958.46034)]. For a systematic study of generalized Gaussian random variables and Brownian motions in noncommutative probability theory, see, e.g., \textit{M. Guta} and \textit{H. Maassen} [J. Funct. Anal. 191, 241--275 (2002; Zbl 1002.60076)].