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

DOI10.1142/S0219025709003616zbMATH Open1183.46062arXiv0802.0266MaRDI QIDQ5325569FDOQ5325569

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)

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.

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

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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)

Cites Work

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Cited In (5)

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

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