Cumulants in noncommutative probability I. Noncommutative Exchangeability Systems
classification
🧮 math.CO
math.OA
keywords
cumulantsnoncommutativeexchangeabilityformularandomcertainclassicalconvolution
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.