Cumulants are universal homomorphisms into Hausdorff groups

DOI10.1007/s00440-004-0354-yzbMath1050.60050OpenAlexW2096048164MaRDI QIDQ1884723

Lutz Mattner

Publication date: 5 November 2004

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

Full work available at URL: https://doi.org/10.1007/s00440-004-0354-y

zbMATH Keywords

characteristic functionsums of independent random variablesalgebraic probability theoryquotients of positive definite functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (1)

An optimal Berry-Esseen type theorem for integrals of smooth functions

Cites Work

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• What are cumulants?
• Convolution quotients of nonnegative functions
• No distribution is prime
• The Early History of the Cumulants and the Gram‐Charlier Series

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