bm-independence and central limit theorems associated with symmetric cones

Janusz Wysoczański

Banach Center Publications (2007)

  • Volume: 78, Issue: 1, page 315-320
  • ISSN: 0137-6934

Abstract

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We present a generalization of the classical central limit theorem to the case of non-commuting random variables which are bm-independent and indexed by a partially ordered set. As the set of indices I we consider discrete lattices in symmetric positive cones, with the order given by the cones. We show that the limit measures have moments which satisfy recurrences generalizing the recurrence for the Catalan numbers.

How to cite

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Janusz Wysoczański. "bm-independence and central limit theorems associated with symmetric cones." Banach Center Publications 78.1 (2007): 315-320. <http://eudml.org/doc/282201>.

@article{JanuszWysoczański2007,
abstract = {We present a generalization of the classical central limit theorem to the case of non-commuting random variables which are bm-independent and indexed by a partially ordered set. As the set of indices I we consider discrete lattices in symmetric positive cones, with the order given by the cones. We show that the limit measures have moments which satisfy recurrences generalizing the recurrence for the Catalan numbers.},
author = {Janusz Wysoczański},
journal = {Banach Center Publications},
keywords = {bm-independence; non-commutative central limit theorem; symmetric cones},
language = {eng},
number = {1},
pages = {315-320},
title = {bm-independence and central limit theorems associated with symmetric cones},
url = {http://eudml.org/doc/282201},
volume = {78},
year = {2007},
}

TY - JOUR
AU - Janusz Wysoczański
TI - bm-independence and central limit theorems associated with symmetric cones
JO - Banach Center Publications
PY - 2007
VL - 78
IS - 1
SP - 315
EP - 320
AB - We present a generalization of the classical central limit theorem to the case of non-commuting random variables which are bm-independent and indexed by a partially ordered set. As the set of indices I we consider discrete lattices in symmetric positive cones, with the order given by the cones. We show that the limit measures have moments which satisfy recurrences generalizing the recurrence for the Catalan numbers.
LA - eng
KW - bm-independence; non-commutative central limit theorem; symmetric cones
UR - http://eudml.org/doc/282201
ER -

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