Canonical random variables for multivariate, algebra-valued distributions

preprint2016arXivOpen access

Abstract

In the algebraic theory of algebra-valued noncommutative probability spaces, for a unital algebra B, a mild reformulation of Speicher's noncrossing B-valued cumulants for random variables in these spaces is used to construct canonical random variables, acting on a Fock space over B, for arbitrary families of B-valued random variables. Also, a condition for traciality of a trace on B composed with the B-valued conditional expectation is given in terms of B-valued cumulants.

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