Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability

zbMath1454.46061arXiv1907.10872MaRDI QIDQ5110724

Jacek Wesołowski, Kamil Szpojankowski

Publication date: 21 May 2020

Full work available at URL: https://arxiv.org/abs/1907.10872

zbMATH Keywords

conditional momentsfreenessfree Poisson distributionfree binomial distributionBoolean cumulants

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Free probability and free operator algebras (46L54)

Related Items (2)

Boolean cumulants and subordination in free probability ⋮ Unnamed Item

Cites Work

• On the Matsumoto-Yor property in free probability
• Dual Lukacs regressions for non-commutative variables
• Free probability and random matrices
• Three dual regression schemes for the Lukacs theorem
• Addition of certain non-commuting random variables
• Multiplicative functions on the lattice of non-crossing partitions and free convolution
• Processes with free increments
• \(R\)-transforms of free joint distributions and non-crossing partitions
• On a class of free Lévy laws related to a regression problem
• Convolution, subordination and characterization problems in noncommutative probability
• Dual Lukacs regressions of negative orders for noncommutative variables
• On a problem connected with quadratic regression
• Lectures on the Combinatorics of Free Probability
• On the Lukacs property for free random variables
• Using Boolean cumulants to study multiplication and anti-commutators of free random variables
• A Characterization of the Gamma Distribution
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