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scientific article; zbMATH DE number 1302547
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scientific article; zbMATH DE number 1302547 |
Statements
7 November 2000
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central limit theorem
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Hopf algebra
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bialgebra
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\(q\)-Brownian motion
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0.805525541305542
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0.7868387699127197
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The author shows an abstract central limit theorem for (scaled, repeated convolutions of) functionals on a bialgebra. The co-product in the bialgebra depends on a sequence \(\{q_n\}_{n\in\mathbb N}\) of \(\mathbb C\setminus\{0\}\)-valued i.i.d. random variables. The limit distribution is explicitly expressed as an exponential w.r.t. a certain averaged (non-associative) convolution (induced by the co-product and any of the \(q_n\)). The method also yields explicit formulae for the moments of the limiting distribution. As an application of this abstract setting, the author obtains a special case of the non-commutative limit theorem of \textit{R. Speicher} [Math. Z. 209, No. 1, 55-66 (1992; 724.60023)] where the commutator relations of the quantum random variables are given by \((-1,+1)\)-valued Bernoulli random variables \(\{q_n\}_{n\in\mathbb N}\). For the entire collection see [Zbl 0903.00097].
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