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Stochastic independence in non-commutative probability theory

Published online by Cambridge University Press:  24 October 2008

Wulf Driessler  and
Ivan F. Wilde
Wulf Driessler
Affiliation:
Bedford College, London, NW 1 4NS
Ivan F. Wilde
Affiliation:
Bedford College, London, NW 1 4NS
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Abstract

For a family {Xα} of random variables over a probability space , stochastic independence can be formulated in terms of factorization properties of characteristic functions. This idea is reformulated for a family {Aα} of selfadjoint operators over a probability gage space and is shown to be inappropriate as a non-commutative generalization. Indeed, such factorization properties imply that the {Aα} mutually commute and are versions of independent random variables in the usual sense.

Information

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 86 , Issue 1 , July 1979 , pp. 103 - 114
Copyright
Copyright © Cambridge Philosophical Society 1979

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References

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