Convolution, subordination and characterization problems in noncommutative probability
Operator Algebras
2021-04-20 v1 Probability
Abstract
Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded support. Using this technique we also prove a new characterization of distributions of free random variables. A similar technique is used to study Laha-Lukacs regressions for monotonically independent random variables.
Cite
@article{arxiv.1504.04736,
title = {Convolution, subordination and characterization problems in noncommutative probability},
author = {Wiktor Ejsmont and Uwe Franz and Kamil Szpojankowski},
journal= {arXiv preprint arXiv:1504.04736},
year = {2021}
}