Convolution, subordination and characterization problems in noncommutative probability

DOI10.1512/IUMJ.2017.66.5971MaRDI QIDQ2981841zbMATH OpenOpenAlexFDO

Authors Wiktor Ejsmont, Kamil Szpojankowski, Uwe Franz

Publication date 10 May 2017

Published in Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.04736, http://www.iumj.indiana.edu/IUMJ/ABS/2017/5971

zbMATH Keywords

conditional expectationfree binomial distributionfree Meixner distributionfree Poisson distributionfreenessLukacs characterization

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Characterization and structure theory of statistical distributions (62E10)

Abstract: Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded support. Using this technique we also prove a new characterization of distributions of free random variables. A similar technique is used to study Laha-Lukacs regressions for monotonically independent random variables.

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• Sample variance in free probability
• Subharmonic Configurations and Algebraic Cauchy Transforms of Probability Measures
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