Dual Lukacs regressions for non-commutative variables |
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Authors: | Kamil Szpojankowski Jacek Weso?owski |
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Institution: | Wydzia? Matematyki i Nauk Informacyjnych, Politechnika Warszawska, ul. Koszykowa 75, 00-662 Warszawa, Poland |
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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. |
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Keywords: | Lukacs characterization Conditional moments Freeness Free-Poisson distribution Free-binomial distribution |
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