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 determin...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.展开更多
基金the Shanghai Science and Technology Commission, No. 01ZA14003.
文摘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.
