Noncommutative extensions of the Fourier transform and its logarithm

• Autorzy: Romuald Lenczewski
• Języki publikacji: EN

Abstrakty

EN

We introduce noncommutative extensions of the Fourier transform of probability measures and its logarithm to the algebra 𝓐(S) of complex-valued functions on the free semigroup S = FS({z,w}) on two generators. First, to given probability measures μ, ν with all moments finite, we associate states μ̂, ν̂ on the unital free *-bialgebra (ℬ,ε,Δ) on two self-adjoint generators X,X' and a projection P. Then we introduce and study cumulants which are additive under the convolution μ̂* ν̂ = μ̂ ⊗ ν̂ ∘ Δ when restricted to the "noncommutative plane" ℬ₀ = ℂ⟨X, X'⟩. We find a combinatorial formula for the Möbius function in the inversion formula and define the moment and cumulant generating functions, $M_{μ̂}{z,w}$ and $L_{μ̂}{z,w}$, respectively, as elements of 𝓐(S). When restricted to the subsemigroups FS({z}) and FS({w}), the function $L_{μ̂}{z,w}$ coincides with the logarithm of the Fourier transform and with the K-transform of μ, respectively. Moreover, $M_{μ̂}{z,w}$ is a "semigroup interpolation" between the Fourier transform and the Cauchy transform of μ. If one chooses a suitable weight function W on the semigroup S, the moment and cumulant generating functions become elements of the Banach algebra l¹(S,W).

Kategorie tematyczne

• 46L53: Noncommutative probability and statistics
• 60E10: Characteristic functions; other transforms
• 43A20: L 1 -algebras on groups, semigroups, etc.
• 81R50: Quantum groups and related algebraic methods
• 06A07: Combinatorics of partially ordered sets

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 2002
• Tom: 152
• Numer: 1
• Strony: 69-101

Daty

wydano

2002

Twórcy

autor

Romuald Lenczewski

• Institute of Mathematics, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Identyfikatory

DOI

10.4064/sm152-1-5