The qq-bit (I): Central limits with left q-Jordan–Wigner embeddings, monotone interacting Fock space, Azema random variable, probabilistic meaning of q

Author(s):  
Luigi Accardi ◽  
Yun-Gang Lu

The [Formula: see text]-bit is the [Formula: see text]-deformation of the [Formula: see text]-bit. It arises canonically from the quantum decomposition of Bernoulli random variables and the [Formula: see text]-parameter has a natural probabilistic and physical interpretation as asymmetry index of the given random variable. The connection between a new type of [Formula: see text]-deformation (generalizing the Hudson–Parthasarathy bosonization technique and different from the usual one) and the Azema martingale was established by Parthasarathy. Inspired by this result, Schürmann first introduced left and right [Formula: see text]-JW-embeddings of [Formula: see text] ([Formula: see text] complex matrices) into the infinite tensor product [Formula: see text], proved central limit theorems (CLT) based on these embeddings in the context of ∗-bi-algebras and constructed a general theory of [Formula: see text]-Levy processes on ∗-bi-algebras. For [Formula: see text], left [Formula: see text]-JW-embeddings define the Jordan–Wigner transformation, used to construct a tensor representation of the Fermi anti-commutation relations (bosonization). For [Formula: see text], they reduce to the usual tensor embeddings that were at the basis of the first quantum CLT due to von Waldenfels. The present paper is the first of a series of four in which we study these theorems in the tensor product context. We prove convergence of the CLT for all [Formula: see text]. The moments of the limit random variable coincide with those found by Parthasarathy in the case [Formula: see text]. We prove that the space where the limit random variable is represented is not the Boson Fock space, as in Parthasarathy, but the monotone Fock space in the case [Formula: see text] and a non-trivial deformation of it for [Formula: see text]. The main analytical tool in the proof is a non-trivial extension of a recently proved multi-dimensional, higher order Cesaro-type theorem. The present paper deals with the standard CLT, i.e. the limit is a single random variable. Paper1 deals with the functional extension of this CLT, leading to a process. In paper2 the left [Formula: see text]-JW–embeddings are replaced by symmetric [Formula: see text]-embeddings. The radical differences between the results of the present paper and those of2 raise the problem to characterize those CLT for which the limit space provides the canonical decomposition of all the underlying classical random variables (see the Introduction, Lemma 4.5 and Sec. 5 of the present paper for the origin of this problem). This problem is solved in the paper3 for CLT associated to states satisfying a generalized Fock property. The states considered in this series have this property.

Author(s):  
JANUSZ WYSOCZAŃSKI

We show how the construction of t-transformation can be applied to the construction of a sequence of monotonically independent noncommutative random variables. We introduce the weakly monotone Fock space, on which these operators act. This space can be derived in a natural way from the papers by Pusz and Woronowicz on twisted second quantization. It was observed by Bożejko that, by taking μ = 0, for the μ-CAR relations one obtains the Muraki's monotone Fock space, while for the μ-CCR relations one obtains the weakly monotone Fock space. We show that the direct proof of the central limit theorem for these operators provides an interesting recurrence for the highest binomial coefficients. Moreover, we show the Poisson type theorem for these noncommutative random variables.


2005 ◽  
Vol 2005 (5) ◽  
pp. 717-728 ◽  
Author(s):  
K. Neammanee

LetX1,X2,…,Xnbe independent Bernoulli random variables withP(Xj=1)=1−P(Xj=0)=pjand letSn:=X1+X2+⋯+Xn.Snis called a Poisson binomial random variable and it is well known that the distribution of a Poisson binomial random variable can be approximated by the standard normal distribution. In this paper, we use Taylor's formula to improve the approximation by adding some correction terms. Our result is better than before and is of order1/nin the casep1=p2=⋯=pn.


Author(s):  
JANUSZ WYSOCZAŃSKI

We define a deformation of free creations (and annihilations), given by operators on the full Fock space, acting nontrivially only between the vacuum subspace ℂΩ and the twofold tensor product [Formula: see text]. Then we study the distribution of the deformed free gaussian operators, with the deformation containing also a real parameter d. The recurrence formula for moments is shown, and the Cauchy transform of the distribution measure is computed. This yields the description of the measure: absolutely continuous part and the atomic part. The existence of atoms depends on the parameter d. The special case d =1 is studied with all details, with the formula for moments is given as values of the hypergeometric series. Finally we show the formula for computing the mixed moments of the deformed operators.


Author(s):  
Luigi Accardi ◽  
Yun-Gang Lu

We prove that, replacing the left Jordan–Wigner [Formula: see text]-embedding by the symmetric [Formula: see text]-embedding described in Sec. 2, the result of the corresponding central limit theorem changes drastically with respect to those obtained in Ref. 5. In fact, in the former case, for any [Formula: see text], the limit space is precisely the [Formula: see text]-mode Interacting Fock Space (IFS) that realizes the canonical quantum decomposition of the limit classical random variable. In the latter case, this happens if and only if [Formula: see text]. Furthermore, as shown in Sec. 4, the limit classical random variable turns out to coincide with the [Formula: see text]-mode version of the [Formula: see text]-deformed quantum Brownian introduced by Parthasarathy[Formula: see text], and extended to the general context of bi-algebras by Schürman[Formula: see text]. The last section of the paper (Appendix) describes this continuous version in white noise language, leading to a simplification of the original proofs, based on quantum stochastic calculus.


Author(s):  
L. ACCARDI ◽  
V. CRISMALE ◽  
Y. G. LU

Cabana-Duvillard and lonescu11 have proved that any symmetric probability measure with moments of any order can be obtained as central limit theorem of self-adjoint, weakly independent and symmetrically distributed (in a quantum souse) random variables. Results of this type will be called "universal central limit theorem". Using Interacting Fock Space (IFS) techniques we extend this result in two directions: (i) we prove that the random variables can be taken to be generalized Gaussian in the sense of Accardi and Bożejko3 and we give a realization of such random variables as sums of creation, annihilation and preservation operators acting on an appropriate IFS; (ii) we extend the above-mentioned result to the nonsymmetric case. The nontrivial difference between the symmetric and the nonsymmetric case is explained at the end of the introduction below.


1989 ◽  
Vol 21 (1) ◽  
pp. 74-90 ◽  
Author(s):  
A. D. Barbour ◽  
Lars Holst

Let W be a sum of Bernoulli random variables and Uλ a Poisson random variable having the same mean λ = EW. Using the Stein-Chen method and suitable couplings, general upper bounds for the variational distance between W and Uλ are given. These bounds are applied to problems of occupancy, using sampling with and without replacement and Pólya sampling, of capture-recapture, of spacings and of matching and ménage.


1989 ◽  
Vol 21 (01) ◽  
pp. 74-90 ◽  
Author(s):  
A. D. Barbour ◽  
Lars Holst

Let W be a sum of Bernoulli random variables and U λ a Poisson random variable having the same mean λ = EW. Using the Stein-Chen method and suitable couplings, general upper bounds for the variational distance between W and U λ are given. These bounds are applied to problems of occupancy, using sampling with and without replacement and Pólya sampling, of capture-recapture, of spacings and of matching and ménage.


1988 ◽  
Vol 25 (02) ◽  
pp. 437-443 ◽  
Author(s):  
Bert Fristedt ◽  
Donald A. Berry

Consider a sequence of conditionally independent Bernoulli random variables taking on the values 1 and − 1. The objective is to stop the sequence in order to maximize the discounted sum. Suppose the Bernoulli parameter has a beta distribution with integral parameters. It is optimal to stop when the conditional expectation of the next random variable is negative provided the discount factor is less than or equal to . Moreover, is best possible. The case where the parameters of the beta distribution are arbitrary positive numbers is also treated.


1988 ◽  
Vol 25 (2) ◽  
pp. 437-443 ◽  
Author(s):  
Bert Fristedt ◽  
Donald A. Berry

Consider a sequence of conditionally independent Bernoulli random variables taking on the values 1 and − 1. The objective is to stop the sequence in order to maximize the discounted sum. Suppose the Bernoulli parameter has a beta distribution with integral parameters. It is optimal to stop when the conditional expectation of the next random variable is negative provided the discount factor is less than or equal to . Moreover, is best possible. The case where the parameters of the beta distribution are arbitrary positive numbers is also treated.


Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 981
Author(s):  
Patricia Ortega-Jiménez ◽  
Miguel A. Sordo ◽  
Alfonso Suárez-Llorens

The aim of this paper is twofold. First, we show that the expectation of the absolute value of the difference between two copies, not necessarily independent, of a random variable is a measure of its variability in the sense of Bickel and Lehmann (1979). Moreover, if the two copies are negatively dependent through stochastic ordering, this measure is subadditive. The second purpose of this paper is to provide sufficient conditions for comparing several distances between pairs of random variables (with possibly different distribution functions) in terms of various stochastic orderings. Applications in actuarial and financial risk management are given.


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