Two-dimensional Meixner random vectors of class M_L

DOI10.1007/S10959-010-0309-4zbMATH Open1210.60074arXiv1009.0775OpenAlexW2056357250MaRDI QIDQ633142FDOQ633142

Authors: A. I. Stan 

Publication date: 31 March 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: The paper is divided into two parts. In the first part we lay down the foundation for defining the joint annihilation-preservation-creation decomposition of a finite family of, not necessarily commutative random variables, and show that this decomposition is essentially unique. In the second part we show that any two, not necessarily commutative, random variables $X$ and $Y$, for which the vector space spanned by their annihilation, preservation, and creation operators equipped with the bracket given by the commutator, forms a Lie algebra, are equivalent, up to an invertible linear transformation to two independent Meixner random variables with mixed preservation operators. In particular if $X$ and $Y$ commute, then they are equivalent, up to an invertible linear transformation to two independent classic Meixner random variables. To show this we start with a small technical condition called "non-degeneracy".

Full work available at URL: https://arxiv.org/abs/1009.0775

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zbMATH Keywords

commutatorannihilation operatorcreation operatorMeixner vector of class \({\mathcal{M}}_{L}\)preservation operator

Mathematics Subject Classification ID

Commutators, derivations, elementary operators, etc. (47B47) White noise theory (60H40) Noncommutative probability and statistics (46L53)

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Cited In (2)

• Contractivity of gamma Wick products
• Moments and \(q\)-commutators of noncommutative random vectors

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