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Noncommutative characterization of free Meixner processes


 
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1. Title Title of document Noncommutative characterization of free Meixner processes
 
2. Creator Author's name, affiliation, country Wiktor Ejsmont; Wroclaw University of Economics and University of Wroclaw; Poland
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) free Meixner law ; conditional expectation ; free cumulants ; Laha-Lukacs theorem ; noncommutative regression
 
3. Subject Subject classification 46L54 ; 46L53
 
4. Description Abstract In this article we give a purely noncommutative criterion for the characterization of free Meixner random variables. We prove that some families of free Meixner distributions can be described in terms of the conditional expectation, which has no classical analogue. We also show a generalization of Speicher's formula (relating moments and free cumulants) and establish a new relation in free probability.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-03-24
 
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/2356
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2356
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
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