Cumulants and moments |
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| Authors: | Walter Wyss |
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| Institution: | Department of Physics and Astrophysics, University of Colorado, Boulder, Colorado, USA |
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| Abstract: | We introduce a 1-algebra of terminating sequences. The set of normalized linear functionals on this algebra is then equipped with a quasi-multiplication and thus with a multiplication. A state corresponds to a sequence of moments. With it we associate its sequence of cumulants. The quasi-multiplication relates cumulants and moments in a very easy way. We give necessary and sufficient conditions for a sequence to be a sequence of moments and necessary and sufficient conditions for a sequence to be a sequence of cumulants. |
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