New characterization of two-state normal distribution

DOI10.1142/S0219025714500192zbMATH Open1396.46051arXiv1401.0307OpenAlexW2122185444MaRDI QIDQ3190769FDOQ3190769

Authors: Wiktor Ejsmont 

Publication date: 19 September 2014

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Abstract: In this article we give a purely noncommutative criterion for the characterization of two-state normal distribution. We prove that families of two-state normal distribution can be described by relations which is similar to the conditional expectation in free probability, but has no classical analogue. We also show a generalization of Bozejko, Leinert and Speicher's formula (relating moments and noncommutative cumulants).

Full work available at URL: https://arxiv.org/abs/1401.0307

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zbMATH Keywords

conditional expectationLaha-Lukacs theoremnoncommutative quadratic regressiongeneralized free Meixner distributiongeneralized two-state freeness

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

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Cited In (4)

• Two-state free Brownian motions
• Characterization of non-commutative free Gaussian variables
• Noncommutative characterization of free Meixner processes
• Title not available (Why is that?)

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