Laha-Lukacs properties of some free processes

DOI10.1214/ECP.V17-1865zbMATH Open1256.46037MaRDI QIDQ428741FDOQ428741

Authors: Wiktor Ejsmont 

Publication date: 22 June 2012

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

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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)

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
• On the Lukacs property for free random variables
• A characterization of the normal distribution by the independence of a pair of random vectors
• On a class of free Lévy laws related to a regression problem
• Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise
• Remarks on a free analogue of the beta prime distribution
• On the Matsumoto-Yor property in free probability
• Characterizations of some free random variables by properties of conditional moments of third degree polynomials
• The C_ℓ‐free process

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