Canonical random variables for multivariate, algebra-valued distributions

Abstract

In the algebraic theory of algebra-valued noncommutative probability spaces, for a unital algebra B, a mild reformulation of Speicher's noncrossing B-valued cumulants for random variables in these spaces is used to construct canonical random variables, acting on a Fock space over B, for arbitrary families of B-valued random variables. Also, a condition for traciality of a trace on B composed with the B-valued conditional expectation is given in terms of B-valued cumulants.

0

Turn this paper into a lesson

ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…