On operator-valued monotone independence

Abstract

We investigate operator-valued monotone independence, a noncommutative version of independence for conditional expectation. First we introduce operator-valued monotone cumulants to clarify the whole theory and show the moment-cumulant formula. As an application, one can obtain an easy proof of the central limit theorem for the operator-valued case. Moreover, we prove a generalization of Muraki’s formula for the sum of independent random variables and a relation between generating functions of moments and cumulants.