Filtered random variables, bialgebras and convolutions

Abstract

We introduce the filtered *-bialgebra which is a noncommutative analog of the *-bialgebra of multivariate polynomials with the canonical coproduct and counit. We study the associated filtered convolutions, random walks and random variables. The GNS representations of the limit states lead to filtered fundamental operators which are the CCR fundamental operators on the multiple symmetric Fock space, multiplied by appropriate projections. The importance of filtered random variables and fundamental operators stems from the fact that by addition and strong limits one obtains from them the main types of noncommutative random variables and fundamental operators, respectively, regardless of the type of noncommutative independence.