Abstract
We continue the investigation of noncommutative cumulants. In this paper various characterizations of generalized Gaussian random variables are proved.
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Supported by the European Network No. HPRN-CT-2000-00116 and the Austrian Science Fund (FWF) Project No. R2-MAT.
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Lehner, F. Cumulants in noncommutative probability theory II. Probab. Theory Relat. Fields 127, 407–422 (2003). https://doi.org/10.1007/s00440-003-0292-0
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DOI: https://doi.org/10.1007/s00440-003-0292-0
Keywords
- Probability Theory
- Gaussian Random Variable
- Noncommutative Probability
- Noncommutative Probability Theory
- Generalize Gaussian Random Variable