English

Dual Lukacs regressions for non-commutative variables

Operator Algebras 2013-12-10 v2 Probability

Abstract

Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-Binomial non-commutative variables which are free. Second, we give a characterization of non-commutative free-Poisson and free-Binomial variables by properties of first two conditional moments, which mimic Lukacs type assumptions known from classical probability. More precisely, our result is a non-commutative version of the following result known in classical probability: if UU, VV are independent real random variables, such that E(V(1U)UV)E(V(1-U)|UV) and E(V2(1U)2UV)E(V^2(1-U)^2|UV) are non-random then VV has a gamma distribution and UU has a beta distribution.

Keywords

Cite

@article{arxiv.1110.3419,
  title  = {Dual Lukacs regressions for non-commutative variables},
  author = {Kamil Szpojankowski and Jacek Wesolowski},
  journal= {arXiv preprint arXiv:1110.3419},
  year   = {2013}
}