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2013 Noncommutative characterization of free Meixner processes
Wiktor Ejsmont
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Electron. Commun. Probab. 18: 1-12 (2013). DOI: 10.1214/ECP.v18-2356

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.<br />

Citation

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Wiktor Ejsmont. "Noncommutative characterization of free Meixner processes." Electron. Commun. Probab. 18 1 - 12, 2013. https://doi.org/10.1214/ECP.v18-2356

Information

Accepted: 24 March 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1305.46055
MathSciNet: MR3044470
Digital Object Identifier: 10.1214/ECP.v18-2356

Subjects:
Primary: 46L54
Secondary: 46L53

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