On Q-independence, limit theorems and q-Gaussian distribution
Marciniak, Marcin
Studia Mathematica, Tome 129 (1998), p. 113-135 / Harvested from The Polish Digital Mathematics Library

We formulate the notion of Q-independence which generalizes the classical independence of random variables and free independence introduced by Voiculescu. Here Q stands for a family of polynomials indexed by tiny partitions of finite sets. The analogs of the central limit theorem and Poisson limit theorem are proved. Moreover, it is shown that in some special cases this kind of independence leads to the q-probability theory of Bożejko and Speicher.

Publié le : 1998-01-01
EUDML-ID : urn:eudml:doc:216494
@article{bwmeta1.element.bwnjournal-article-smv129i2p113bwm,
     author = {Marcin Marciniak},
     title = {On Q-independence, limit theorems and q-Gaussian distribution},
     journal = {Studia Mathematica},
     volume = {129},
     year = {1998},
     pages = {113-135},
     zbl = {0898.46065},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv129i2p113bwm}
}
Marciniak, Marcin. On Q-independence, limit theorems and q-Gaussian distribution. Studia Mathematica, Tome 129 (1998) pp. 113-135. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv129i2p113bwm/

[00000] [1] R. Askey and M. Ismail, Recurrence relations, continued fractions and orthogonal polynomials, Mem. Amer. Math. Soc. 49 (1984) | Zbl 0548.33001

[00001] [2] M. Bożejko, A q-deformed probability, Nelson's inequality and central limit theorems, in: Non-linear Fields, Classical, Random, Semiclassical, P. Garbaczewski and Z. Popowicz (eds.), World Sci., Singapore, 1991, 312-335.

[00002] [3] M. Bożejko, B. Kümmerer and R. Speicher, q-Gaussian processes: non-commutative and classical aspects, Comm. Math. Phys. 185 (1997), 129-154.

[00003] [4] M. Bożejko, M. Leinert and R. Speicher, Convolution and limit theorems for conditionally free random variables, Pacific J. Math. 175 (1996), 357-388. | Zbl 0874.60010

[00004] [5] M. Bożejko and R. Speicher, An example of a generalized brownian motion, Comm. Math. Phys. 137 (1991), 519-531. | Zbl 0722.60033

[00005] [6] M. Bożejko and R. Speicher, ψ-independent and symmetrized white noises, in: Quantum Probability and Related Topics VII, World Sci., Singapore, 1992, 219-235.

[00006] [7] M. Bożejko and R. Speicher, Interpolations between bosonic and fermionic relations given by generalized brownian motions, SFB-Preprint 691, Heidelberg, 1992.

[00007] [8] W. Feller, An Introduction to Probability Theory and its Applications, Wiley, New York, 1966.

[00008] [9] H. van Leeuwen and H. Maassen, An obstruction for q-deformation of the convolution product, J. Phys. A 29 (1996), 4741-4748. | Zbl 0905.60008

[00009] [10] A. Nica, A one-parameter family of transforms linearizing convolution laws for probability distributions, Comm. Math. Phys. 168 (1995), 187-207. | Zbl 0818.60096

[00010] [11] A. Nica, Crossings and embracings of set-partitions, and q-analogues of the logarithm of the Fourier transform, Discrete Math. 157 (1996), 285-309. | Zbl 0878.05009

[00011] [12] A. Nica, R-transforms of free joint distributions, and non-crossing partitions, J. Funct. Anal. 135 (1996), 271-296. | Zbl 0837.60008

[00012] [13] R. Speicher, A new example of 'independence' and 'white noise', Probab. Theory Related Fields 84 (1990), 141-159. | Zbl 0671.60109

[00013] [14] R. Speicher, Multiplicative functions on the lattice of non-crossing partitions and free convolution, Math. Ann. 298 (1994), 611-628. | Zbl 0791.06010

[00014] [15] R. Speicher, On universal products, in: Free Probability Theory, D. Voiculescu (ed.), Fields Inst. Commun. 12, Amer. Math. Soc., Providence, R.I., 1997, 257-266. | Zbl 0877.46044

[00015] [16] R. Speicher and R. Woroudi, Boolean convolution, ibid., 267-279.

[00016] [17] D. Voiculescu, Symmetries of some reduced free products of C*-algebras, in: H. Araki et al. (eds.), Operator Algebras and their Connection with Topology and Ergodic Theory (Romania, 1983), Lecture Notes in Math. 1132, Springer, Berlin, 1985, 556-588.

[00017] [18] D. Voiculescu, Addition of certain non-commuting random variables, J. Funct. Anal. 66 (1986), 323-335. | Zbl 0651.46063

[00018] [19] D. Voiculescu, K. Dykema and A. Nica, Free Random Variables, CRM Monogr. Ser. 1, Amer. Math. Soc., Providence, R.I., 1993