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Noncommutative characterization of free Meixner processes

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Publication:742985
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DOI10.1214/ECP.v18-2356zbMath1305.46055MaRDI QIDQ742985

Wiktor Ejsmont

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)


zbMATH Keywords

conditional expectationfree cumulantsfree Meixner lawLaha-Lukacs theoremnoncommutative regression


Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53)


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On the Lukacs property for free random variables ⋮ Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise ⋮ New characterization of two-state normal distribution ⋮ Dual Lukacs regressions of negative orders for noncommutative variables ⋮ Sample variance in free probability ⋮ The double Fock space of type B




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