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 , are independent real random variables, such that and are non-random then has a gamma distribution and 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}
}