Article ID Journal Published Year Pages File Type
6415120 Journal of Functional Analysis 2014 19 Pages PDF
Abstract

Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-binomial non-commutative variables which are free. Second, we give a characterization of non-commutative free-Poisson and free-binomial variables by properties of first two conditional moments, which mimic Lukacs type assumptions known from classical probability. More precisely, our result is a non-commutative version of the following result known in classical probability: if U, V are independent real random variables, such that E(V(1−U)|UV) and E(V2(1−U)2|UV) are non-random then V has a gamma distribution and U has a beta distribution.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Authors
, ,