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 and are free Poisson distributed with suitable parameters, then and are free. As as an auxiliary result we give joint cumulants of and for free Poisson distributed . 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}
}