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Cumulants in noncommutative probability theory. II: Generalized Gaussian random variables

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Publication:1424392
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DOI10.1007/s00440-003-0292-0zbMath1053.46042arXivmath/0210443OpenAlexW1651417246MaRDI QIDQ1424392

Franz Lehner

Publication date: 11 March 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0210443


zbMATH Keywords

cumulantsnoncommutative probability theorygeneralized Gaussian random variables


Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53)


Related Items (7)

A noncommutative extended de Finetti theorem ⋮ Unnamed Item ⋮ COMBINATORIAL RELATION BETWEEN FREE CUMULANTS AND JACOBI PARAMETERS ⋮ Sample variance in free probability ⋮ Freeness of linear and quadratic forms in von Neumann algebras ⋮ CUMULANTS IN NONCOMMUTATIVE PROBABILITY THEORY III: CREATION AND ANNIHILATION OPERATORS ON FOCK SPACES ⋮ On a class of free Lévy laws related to a regression problem




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