Characterization problems for linear forms with free summands
Probability
2011-10-10 v1
Abstract
Let denote free random variables. For two linear forms and with real coefficients and we shall describe all distributions of such that and are free. For identically distributed free random variables with distribution we establish necessary and sufficient conditions on the coefficients such that the statements:\quad is a centered semicircular distribution; and \, and are identically distributed (); 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 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}
}