English

On the Lukacs property for free random variables

Operator Algebras 2015-10-29 v1 Probability

Abstract

The Lukacs property of the free Poisson distribution is studied here. We prove that if free \X\X and \Y\Y are free Poisson distributed with suitable parameters, then \X+\Y\X+\Y and (\X+\Y)12\X(\X+\Y)12\left(\X+\Y\right)^{-\frac{1}{2}}\X\left(\X+\Y\right)^{-\frac{1}{2}} are free. As as an auxiliary result we give joint cumulants of \X\X and \X1\X^{-1} for free Poisson distributed \X\X. We also study the Lukacs property of the free gamma distribution.

Keywords

Cite

@article{arxiv.1403.5300,
  title  = {On the Lukacs property for free random variables},
  author = {Kamil Szpojankowski},
  journal= {arXiv preprint arXiv:1403.5300},
  year   = {2015}
}
R2 v1 2026-06-22T03:31:11.693Z