English

Semigroups of distributions with linear Jacobi parameters

Combinatorics 2012-11-27 v3 Operator Algebras

Abstract

We show that a convolution semigroup of measures has Jacobi parameters polynomial in the convolution parameter tt if and only if the measures come from the Meixner class. Moreover, we prove the parallel result, in a more explicit way, for the free convolution and the free Meixner class. We then construct the class of measures satisfying the same property for the two-state free convolution. This class of two-state free convolution semigroups has not been considered explicitly before. We show that it also has Meixner-type properties. Specifically, it contains the analogs of the normal, Poisson, and binomial distributions, has a Laha-Lukacs-type characterization, and is related to the q=0q=0 case of quadratic harnesses.

Keywords

Cite

@article{arxiv.1001.1540,
  title  = {Semigroups of distributions with linear Jacobi parameters},
  author = {Michael Anshelevich and Wojciech Młotkowski},
  journal= {arXiv preprint arXiv:1001.1540},
  year   = {2012}
}

Comments

v3: the article is merged back together with arXiv:1003.4025. A significant revision following suggestions by the referee. 2 pdf figures

R2 v1 2026-06-21T14:32:53.791Z