Regression conditions that characterize free-Poisson and free-Kummer distributions

DOI10.1142/S2010326322500198zbMATH Open1498.46072arXiv1907.02826OpenAlexW3189629583MaRDI QIDQ5863548FDOQ5863548

Authors: Agnieszka Piliszek 

Publication date: 1 June 2022

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: We find the asymptotic spectral distribution of random Kummer matrix. Then we formulate and prove a~free analogue of HV independence property, which is known for classical Kummer and Gamma random variables and for Kummer and Wishart matrices. We also prove a related characterization of free--Kummer and free--Poisson (Marchenko-Pastur) non--commutative random variables.

Full work available at URL: https://arxiv.org/abs/1907.02826

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zbMATH Keywords

spectral distributionfree Poisson distributionMarchenko-Pastur lawfree Kummer distributionfree-independence characterization

Mathematics Subject Classification ID

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

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Cited In (2)

• Dual Lukacs regressions of negative orders for noncommutative variables
• Independence preserving property of Kummer laws

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