scientific article; zbMATH DE number 15673

MaRDI QIDQ3972317zbMATH OpenFDO

Authors Gerhard C. Hegerfeldt

Publication date 25 June 1992

zbMATH Keywords

\(*\)-tensor algebrascentral limit theoremCramer's theoremcumulantfree algebraproducts of noncommuting random variablestruncated functional

Mathematics Subject Classification ID

Noncommutative measure and integration (46L51) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54) Central limit and other weak theorems (60F05)

Review text

[For the entire collection see Zbl 0704.00004.] The author uses \(*\)-tensor algebras (over the complex field) generated by an abstract set with involution and states over such algebras as a general framework for considering (products of) noncommuting random variables. Analogs of some fundamental results from classical probability, including Cramer's theorem and the central limit theorem, are presented. The proofs of the results can be found in the author's paper [J. Funct. Anal. 64, 436-456 (1985; Zbl 0582.46062)].

Recommendations

• Un théorème central limite pour des variables aléatoires non-commutatives
• Noncommutative analogs of probabilistic notions and results
• Limit theorems for non-commutative random variables
• A proof of a non-commutative central limit theorem by the Lindeberg method
• Non-commutative probability limit theorems

Cited in

(5)

• A noncommutative central limit theorem for CCR-algebras
• Norm convergence in non-commutative central limit theorems: Combinatorial approach
• A non-commutative Lévy-Cramér continuity theorem
• Un théorème central limite pour des variables aléatoires non-commutatives
• A QUADRATIC REGRESSION PROBLEM FOR TWO-STATE ALGEBRAS WITH AN APPLICATION TO THE CENTRAL LIMIT THEOREM

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3972317)