A NEW EXAMPLE OF INDEPENDENCE AND WHITE NOISE

被引:106
作者
SPEICHER, R
机构
[1] Institut für Angewandte Mathematik, Universität Heidelberg, Heidelberg, D-6900
关键词
D O I
10.1007/BF01197843
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We examine the notion of 'free independence' according to Voiculescu. This form of independence is used for defining 'free white noise' or 'process with stationary and freely independent increments'. We prove a general limit theorem giving the combinatorics of infinitely freely divisible states and thus of free white noises with the help of 'admissible' partitions. We realize the free analogues of the Wiener process and of the Poisson process as processes on the full Fock space of L2 (-). © 1990 Springer-Verlag.
引用
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页码:141 / 159
页数:19
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