Authors: Franz Lehner
Publish Date: 2004/04/09
Volume: 248, Issue: 1, Pages: 67-100
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 and various qcumulants
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