Convolution, Subordination, and Characterization Problems in Noncommutative Probability
| Affiliation auteurs | !!!! Error affiliation !!!! |
| Titre | Convolution, Subordination, and Characterization Problems in Noncommutative Probability |
| Type de publication | Journal Article |
| Year of Publication | 2017 |
| Auteurs | Ejsmont W., Franz U., Szpojankowski K. |
| Journal | INDIANA UNIVERSITY MATHEMATICS JOURNAL |
| Volume | 66 |
| Pagination | 237-257 |
| Type of Article | Article |
| ISSN | 0022-2518 |
| Mots-clés | conditional expectation, free Meixner distribution, free-binomial distribution, free-Poisson distribution, freeness, Lukacs characterization |
| Résumé | Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions, we generalize some known characterizations in free probability to random variables with unbounded support. Using this technique, we also prove a new characterization of distributions of free random variables. A similar technique is used to study Laha-Lukacs regressions for monotonically independent random variables. |
| DOI | 10.1512/iumj.2017.66.5971 |