Bm-INDEPENDENCE AND bm-CENTRAL LIMIT THEOREMS ASSOCIATED WITH SYMMETRIC CONES

Abstract

We study the properties of the (noncommutative) bm-independence of algebras, indexed by partially ordered sets. The index sets are given by positive cones, in particular the symmetric cones, which include the positive-definite Hermitian matrices with complex or quaternionic entries. We formulate and prove the general versions of the bm-Central Limit Theorems for bm-independent random variables, indexed by lattices in such positive cones. The limit measures we obtain are symmetric and compactly supported on the real line. Their (even) moment sequences (gn)n≥0satisfy the generalized recurrence for the Catalan numbers: [Formula: see text], where the coefficients γ(r) are computed by the Euler's beta-function of the first kind, related to the given positive cone. Example of a nonsymmetric cone, the Vinberg's cone, is also studied in this context.