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Noncommutative characterization of free Meixner processes
Authors:
- Wiktor Ejsmont
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.
- Record ID
- UAM6fdce00e5f05489aaee18b9c1ae23041
- Author
- Journal series
- Electronic Communications in Probability, ISSN 1083-589X
- Issue year
- 2013
- Vol
- 18
- Pages
- 1-12
- ASJC Classification
- ;
- DOI
- DOI:10.1214/ECP.v18-2356 Opening in a new tab
- Language
- (en) English
- Score (nominal)
- 20
- Score source
- journalList
- Score
- Publication indicators
- = 8; = 7; : 2013 = 0.908; : 2013 (2 years) = 0.627 - 2013 (5 years) =0.606
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- Uniform Resource Identifier
- https://researchportal.amu.edu.pl/info/article/UAM6fdce00e5f05489aaee18b9c1ae23041/
- URN
urn:amu-prod:UAM6fdce00e5f05489aaee18b9c1ae23041
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or PerishOpening in a new tab system.