Moments and $q$-commutators of noncommutative random vectors
Probability
2011-09-13 v2
Abstract
A method for computing the mixed moments of (not necessarily commutative) random vectors from the first order moments, the -commutators between the annihilation and creation operators, and the -commutators between the annihilation and preservation operators, is presented. The method is illustrated by a relevant characterization of -Gaussian vectors.
Keywords
Cite
@article{arxiv.1104.4395,
title = {Moments and $q$-commutators of noncommutative random vectors},
author = {Krzysztof Drożdżewicz and Wojciech Matysiak},
journal= {arXiv preprint arXiv:1104.4395},
year = {2011}
}
Comments
14 pages, 1 figure