Dual Lukacs regressions of negative orders for noncommutative variables

DOI10.1142/S0219025714500210zbMATH Open1316.46047arXiv1307.7874MaRDI QIDQ3190771FDOQ3190771

Authors: Kamil Szpojankowski 

Publication date: 19 September 2014

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

Abstract: In the paper we study characterizations of probability measures in free probability. By constancy of regressions for random variable $V(I-U)V$ given by $VUV$, where $U$ and $V$ are free, we characterize free Poisson and free binomial distributions. Our paper is analog in free probability of results known in classical probability cite{BobWes2002Dual}, where gamma and beta distributions are characterized by constancy of $E((V(1-U){)}^i|UV)$, for $iin-2,-1,1,2$. This paper together with previous results cite{SzpojanWesol} exhaust all cases of characterizations from cite{BobWes2002Dual}.

Full work available at URL: https://arxiv.org/abs/1307.7874

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zbMATH Keywords

conditional momentsLukacs characterizationfree Poisson distributionfreenessfree binomial distribution

Mathematics Subject Classification ID

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

Cites Work

• Lectures on the Combinatorics of Free Probability
• Addition of certain non-commuting random variables
• Theory of operator algebras I.
• On a problem connected with quadratic regression
• On a class of free Lévy laws related to a regression problem
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• Dual Lukacs regressions for non-commutative variables
• A Characterization of the Gamma Distribution
• Conditional moments of \(q\)-Meixner processes
• Convolution and limit theorems for conditionally free random variables
• \(R\)-transforms of free joint distributions and non-crossing partitions
• Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
• Superconvergence to the central limit and failure of the Cramér theorem for free random variables
• Characterizations of Some Distributions by Conditional Moments
• Three dual regression schemes for the Lukacs theorem
• Noncommutative characterization of free Meixner processes

Cited In (7)

• On the free Gamma distributions
• Sample variance in free probability
• Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability
• On the Lukacs property for free random variables
• Regression conditions that characterize free-Poisson and free-Kummer distributions
• Dual Lukacs regressions for non-commutative variables
• On the Matsumoto-Yor property in free probability

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