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Laha-Lukacs properties of some free processes


 
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1. Title Title of document Laha-Lukacs properties of some free processes
 
2. Creator Author's name, affiliation, country Wiktor Ejsmont; University of Wroclaw; Poland
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Free Meixner law; conditional expectation; free cumulants; Laha-Lukacs theorem; noncommutative quadratic regression; von Neumann algebras.
 
3. Subject Subject classification 46L54 ; 46L53
 
4. Description Abstract

We study the Laha-Lukacs property of the free Meixner laws (processes). We prove that some families of free Meixner distribution have the linear regression function. We also show that this families have the property of quadratic conditional variances.

 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Research partially supported by Polish MNiSW grant NN201 364436
 
7. Date (YYYY-MM-DD) 2012-03-09
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1865
 
10. Identifier Digital Object Identifier 10.1214/ECP.v17-1865
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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