摘要
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.
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.
基金
the Shanghai Science and Technology Commission, No. 01ZA14003.
关键词
C^＊-代数
随机变量
不可逆概率空间
中心极限定理
特性函数
non-commutative probability space, C* -algebra, random variable, characteristic function, central limit theorem
