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Characteristic Functions over C*-Probability Spaces

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【Author】 WANG Qin LI Shao-kuan Department of Applied Mathematics, Donghua University,Shanghai 200051

【机构】 Department of Applied Mathematics； Donghua University； Shanghai 200051； Shanghai 200051；

【摘要】 <正> Various properties of the characteristic functions of random variables in a non- commutative C*-probability space are studied in this paper. It turns out that the distributions of random variables are uniquely determined by their characteristic functions. By using the properties of characteristic functions, a central limit theorem for a sequence of independent identically distributed random variables in a C*-probability space is established as well.更多还原

【Abstract】 Various properties of the characteristic functions of random variables in a non- commutative C*-probability space are studied in this paper. It turns out that the distributions of random variables are uniquely determined by their characteristic functions. By using the properties of characteristic functions, a central limit theorem for a sequence of independent identically distributed random variables in a C*-probability space is established as well.更多还原

【关键词】 non-commutative probability space； C* -algebra； random variable； characteristic function； central limit theorem；
【Key words】 non-commutative probability space； C* -algebra； random variable； characteristic function； central limit theorem；

【基金】 the Shanghai Science and Technology Commission, No. 01ZA14003.

【文献出处】 Journal of DongHua University ,东华大学学报(英文版) , 编辑部邮箱 ,2003年02期

【分类号】O211.5
【下载频次】14

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