A QUADRATIC REGRESSION PROBLEM FOR TWO-STATE ALGEBRAS WITH AN APPLICATION TO THE CENTRAL LIMIT THEOREM

DOI10.1142/S0219025709003616zbMath1183.46062arXiv0802.0266MaRDI QIDQ5325569

Marek Bożejko, Wlodzimierz Bryc

Publication date: 10 August 2009

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

Full work available at URL: https://arxiv.org/abs/0802.0266

zbMATH Keywords

Laha-Lukacs theoremnoncommutative quadratic regressiongeneralised free Meixner distributiongeneralised two-state freeness

Mathematics Subject Classification ID

Partitions of sets (05A18) Probability distributions: general theory (60E05) Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53)

Related Items (5)

New characterization of two-state normal distribution ⋮ Two-state free Brownian motions ⋮ Semigroups of distributions with linear Jacobi parameters ⋮ Appell polynomials and their relatives. III: Conditionally free theory ⋮ A construction which relates $c$-freeness to infinitesimal freeness

Cites Work

• Quantum probability and spectral analysis of graphs. With a foreword by Professor Luigi Accardi.
• Gibbs sampling, exponential families and orthogonal polynomials
• Addition of certain non-commuting random variables
• Natural exponential families with quadratic variance functions
• On a family of approximation operators
• Multiplicative functions on the lattice of non-crossing partitions and free convolution
• Convolution and limit theorems for conditionally free random variables
• Free martingale polynomials.
• A proof of a non-commutative central limit theorem by the Lindeberg method
• On a class of free Lévy laws related to a regression problem
• On a problem connected with quadratic regression
• Lectures on the Combinatorics of Free Probability
• Appell polynomials and their relatives II. Boolean theory
• Notions of Independence Related to the Free Group
• THE COMBINATORICS OF THE r-FREE CONVOLUTION
• BI-POISSON PROCESS
• A Central Limit Theorem for Multiplicative Systems
• Remarks on \(t\)-transformations of measures and convolutions

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