English

Characterization problems for linear forms with free summands

Probability 2011-10-10 v1

Abstract

Let T1,...,TnT_1,...,T_n denote free random variables. For two linear forms L1=j=1najTjL_1=\sum_{j=1}^n a_jT_j and L2=j=1nbjTjL_2=\sum_{j=1}^n b_jT_j with real coefficients aja_j and bjb_j we shall describe all distributions of T1,...,TnT_1,...,T_n such that L1L_1 and L2L_2 are free. For identically distributed free random variables T1,...,TnT_1,...,T_n with distribution μ\mu we establish necessary and sufficient conditions on the coefficients aj,bj,j=1,...,n,a_j,b_j,\,j=1,...,n, such that the statements:\quad (i)(i) μ\mu is a centered semicircular distribution; and (ii)(ii) \, L1L_1 and L2L_2 are identically distributed (L1=DL2L_1\stackrel{D}{=}L_2); are equivalent. In the proof we give a complete characterization of all sequences of free cumulants of measures with compact support and with a finite number of non zero entries. The characterization is based on topological properties of regions defined by means of the Voiculescu transform ϕ\phi of such sequences.

Keywords

Cite

@article{arxiv.1110.1527,
  title  = {Characterization problems for linear forms with free summands},
  author = {G. P. Chistyakov and F. Götze},
  journal= {arXiv preprint arXiv:1110.1527},
  year   = {2011}
}
R2 v1 2026-06-21T19:16:42.392Z