English

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 \V(\I\U)\V\V(\I-\U)\V given by \V\U\V\V\U\V, where \U\U and \V\V 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 \E((V(1U))iUV)\E((V(1-U))^{i}|UV), for i{2,1,1,2}i \in \{-2,-1,1,2\}. 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