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

DOI10.1142/S0219025709003616MaRDI QIDQ5325569zbMATH OpenFDO

Authors Marek Bożejko, Włodek 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

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

Abstract: We extend a free version of the Laha-Lukacs theorem to probability spaces with two-states. We then use this result to generalize a noncommutative CLT of Kargin to the two-state setting.

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Cites work

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Cited in

(5)

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

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