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An information complexity index for probability measures on R with all moments

机译:关于R的所有时刻的概率测度的信息复杂度指数

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摘要

We prove that, each probability meassure on R, with all moments, is canonically associated with (i) a *-Lie algebra; (ii) a complexity index labeled by pairs of natural integers. The measures with complexity index (0, K) consist of two disjoint classes: that of all measures with finite support and the semi-circle-arcsine class (the discussion in Sec. 4.1 motivates this name). The class C(mu) = (0, 0) coincides with the delta-measures in the finite support case and includes the semi-circle laws in the infinite support case. In the infinite support case, the class C(mu) = (0, 1) includes the arcsine laws, and the class C(mu) = (0, 2) appeared in central limit theorems of quantum random walks in the sense of Konno. The classes C(mu) = (0, K), with K >= 3, do not seem to be present in the literature. The class (1, 0) includes the Gaussian and Poisson measures and the associated *-Lie algebra is the Heisenberg algebra. The class (2, 0) includes the non-standard (i.e. neither Gaussian nor Poisson) Meixner distributions and the associated *-Lie algebra is a central extension of sl(2, R). Starting from n = 3, the *-Lie algebra associated to the class (n, 0) is infinite dimensional and the corresponding classes include the higher powers of the standard Gaussian.
机译:我们证明,所有时刻对R的每次概率测量都与(i)* -Lie代数规范相关。 (ii)用自然整数对标记的复杂性指数。复杂度指数为(0,K)的量度包括两个不相交的类别:所有具有有限支持的量度和半圆弧度类别(第4.1节中的讨论激发了该名称)。 C(mu)=(0,0)类与有限支持情况下的增量测度一致,并且在无限支持情况下包括半圆定律。在无限支持的情况下,类C(mu)=(0,1)包含反正弦定律,并且类C(mu)=(0,2)出现在量子随机游动的中心极限定理中,即Konno 。在文献中似乎没有出现类C(mu)=(0,K),且K> = 3。类(1,0)包括高斯和泊松测度,相关的* -Lie代数是Heisenberg代数。 (2,0)类包括非标准(即既不是高斯也不是Poisson)Meixner分布,并且相关的* -Lie代数是sl(2,R)的中心扩展。从n = 3开始,与类(n,0)相关的* -Lie代数是无限维的,并且相应的类包括标准高斯函数的较高幂。

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