Noncommutative extensions of the Fourier transform and its logarithm

Romuald Lenczewski

Studia Mathematica, Tome 151 (2002), p. 69-101 / Harvested from The Polish Digital Mathematics Library

Résumé

We introduce noncommutative extensions of the Fourier transform of probability measures and its logarithm to the algebra (S) of complex-valued functions on the free semigroup S = FS(z,w) on two generators. First, to given probability measures μ, ν with all moments finite, we associate states μ̂, ν̂ on the unital free *-bialgebra (ℬ,ε,Δ) on two self-adjoint generators X,X’ and a projection P. Then we introduce and study cumulants which are additive under the convolution μ̂* ν̂ = μ̂ ⊗ ν̂ ∘ Δ when restricted to the “noncommutative plane” ℬ₀ = ℂ⟨X, X’⟩. We find a combinatorial formula for the Möbius function in the inversion formula and define the moment and cumulant generating functions, $M_{μ̂}{z,w}$ and $L_{μ̂}{z,w}$, respectively, as elements of (S). When restricted to the subsemigroups FS(z) and FS(w), the function $L_{μ̂}{z,w}$ coincides with the logarithm of the Fourier transform and with the K-transform of μ, respectively. Moreover, $M_{μ̂}{z,w}$ is a “semigroup interpolation” between the Fourier transform and the Cauchy transform of μ. If one chooses a suitable weight function W on the semigroup S, the moment and cumulant generating functions become elements of the Banach algebra l¹(S,W).

Détail

Publié le : 2002-01-01

Zbl 1001.46042

EUDML-ID : urn:eudml:doc:284402