Limit theorems for non-commutative random variables (Q2576793)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Limit theorems for non-commutative random variables
scientific article

    Statements

    Limit theorems for non-commutative random variables (English)
    0 references
    0 references
    14 December 2005
    0 references
    The aim of the paper is to establish the weak law of large numbers and the central limit theorem on a homogeneous space and its non-commutative counterpart, a \(C^*\)-algebra equipped with a locally compact group of \({}^*\)-preserving automorphisms. In the first part of the paper, the authors introduce the concept of expectation and variance on a homogeneous space in terms of a variance kernel on such a space. Then they formulate the weak law of large numbers and the central limit theorem for sequences of measures, also in terms of the kernel. In the second, noncommutative part, the concepts of noncommutative variables, expectation and variance are all non-standard ones, but the results obtained, namely the weak law of large numbers and the central limit theorem, are based on the authors' commutative results applied to the group of automorphisms of the \(C^*\)-algebra in question.
    0 references
    0 references
    0 references
    0 references
    0 references
    \(C^*\)-algebras
    0 references
    central limit theorem
    0 references
    law of large numbers
    0 references
    group
    0 references
    homogeneous space
    0 references
    expectation
    0 references
    variance
    0 references
    variance kernel
    0 references
    non-commutative probability theory
    0 references
    0 references