Dual Lukacs regressions of negative orders for noncommutative variables

DOI10.1142/S0219025714500210MaRDI QIDQ3190771zbMATH OpenFDO

Authors Kamil Szpojankowski

Publication date 19 September 2014

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

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

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)

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}.

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Cites work

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• Dual Lukacs regressions for non-commutative variables
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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
• Dual Lukacs regressions for non-commutative variables
• Regression conditions that characterize free-Poisson and free-Kummer distributions
• On the Matsumoto-Yor property in free probability

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