Dual Lukacs regressions of negative orders for non-commutative variables
Operator Algebras
2014-12-11 v2 Probability
Abstract
In the paper we study characterizations of probability measures in free probability. By constancy of regressions for random variable given by , where and are free, we characterize free Poisson and free binomial distributions. Our paper is analog in free probability of results known in classical probability \cite{BobWes2002Dual}, where gamma and beta distributions are characterized by constancy of , for . This paper together with previous results \cite{SzpojanWesol} exhaust all cases of characterizations from \cite{BobWes2002Dual}.
Keywords
Cite
@article{arxiv.1307.7874,
title = {Dual Lukacs regressions of negative orders for non-commutative variables},
author = {Kamil Szpojankowski},
journal= {arXiv preprint arXiv:1307.7874},
year = {2014}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1110.3419