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arxiv: math/0210442 · v3 · pith:TADB4FYTnew · submitted 2002-10-29 · 🧮 math.CO · math.OA

Cumulants in noncommutative probability I. Noncommutative Exchangeability Systems

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keywords cumulantsnoncommutativeexchangeabilityformularandomcertainclassicalconvolution
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Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the formula says that cumulants are moments of a certain ``discrete Fourier transform'' of a random variable. This provides a simple unified method to understand the known examples of cumulants, like classical, free cumulants and various q-cumulants.

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