Two dimensional Meixner random vectors of class ${\mathcal M}_L$
Abstract
The paper is divided into two parts. In the first part we lay down the foundation for defining the joint annihilation-preservation-creation decomposition of a finite family of, not necessarily commutative random variables, and show that this decomposition is essentially unique. In the second part we show that any two, not necessarily commutative, random variables and , for which the vector space spanned by their annihilation, preservation, and creation operators equipped with the bracket given by the commutator, forms a Lie algebra, are equivalent, up to an invertible linear transformation to two independent Meixner random variables with mixed preservation operators. In particular if and commute, then they are equivalent, up to an invertible linear transformation to two independent classic Meixner random variables. To show this we start with a small technical condition called "non-degeneracy".
Cite
@article{arxiv.1009.0775,
title = {Two dimensional Meixner random vectors of class ${\mathcal M}_L$},
author = {Aurel I. Stan},
journal= {arXiv preprint arXiv:1009.0775},
year = {2010}
}