Laha-Lukacs properties of some free processes

DOI10.1214/ECP.V17-1865MaRDI QIDQ428741zbMATH OpenFDO

Authors Wiktor Ejsmont

Publication date 22 June 2012

Published in Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

conditional expectationfree cumulantsvon Neumann algebrasfree Meixner lawLaha-Lukacs theoremnoncommutative quadratic regression

Mathematics Subject Classification ID

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

Recommendations

• Characterizations of some free random variables by properties of conditional moments of third degree polynomials
• On a class of free Lévy laws related to a regression problem
• Processes with free increments
• On the Lukacs property for free random variables
• Markov processes with free-Meixner laws

Cited in

(12)

• New characterization of two-state normal distribution
• Sample variance in free probability
• Dual Lukacs regressions of negative orders for noncommutative variables
• Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability
• A characterization of the normal distribution by the independence of a pair of random vectors
• On the Lukacs property for free random variables
• On a class of free Lévy laws related to a regression problem
• Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise
• On the Matsumoto-Yor property in free probability
• Remarks on a free analogue of the beta prime distribution
• Characterizations of some free random variables by properties of conditional moments of third degree polynomials
• The C_ℓ‐free process

This page was built for publication: Laha-Lukacs properties of some free processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428741)