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自由Fisher信息量与合并自由
引用本文:孟彬,郭懋正,曹小红.自由Fisher信息量与合并自由[J].应用数学和力学,2004,25(10):1007-1013.
作者姓名:孟彬  郭懋正  曹小红
作者单位:北京大学 数学科学学院 数学与应用数学实验室,北京 100871
摘    要:在算子值非交换概率空间中引入算子值自由Fisher信息量的概念,这一定义是对D.Voiculescu在有迹的von Neumann代数上定义的自由Fisher信息量的推广.证明了算子值自由Fisher信息量与合并自由性是密切相关的,即证明了若干个算子值随机变量的自由Fisher信息量的可加性等价于这些随机变量的合并自由性.并且也类似地得到了Cramer-Rao不等式.

关 键 词:Hilbert  C*-模    算子值随机变量    自由Fisher信息量
文章编号:1000-0887(2004)10-1007-07
收稿时间:2003-06-15
修稿时间:2003年6月15日

Free Fisher Information and Amalgamated Freeness
MENG Bin,GUO Mao-zheng,CAO Xiao-hong.Free Fisher Information and Amalgamated Freeness[J].Applied Mathematics and Mechanics,2004,25(10):1007-1013.
Authors:MENG Bin  GUO Mao-zheng  CAO Xiao-hong
Institution:LMAM, School of Mathematical Science, Peking University, Beijing 100871, P. R. China
Abstract:The notion of operator-valued free Fisher information was introduced.It is a generalization of free Fisher information which was defined by D.Voiculescu on tracial von Neumann algebras.It is proved that the operator-valued free Fisher information is closely related to amalgamated freeness,i.e.the operator-valued free Fisher information of some random variables is additive if and only if these random variables are a free family with amalgamation over a subalgebra.Cramer-Rao inequality in operator-valued settings is also obtained.
Keywords:Hilbert C~*-module  operator-valued random variable  free Fisher information
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