On a class of free Levy laws related to a regression problem

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dc.creatorBozejko, Marek
dc.creatorBryc, Wlodzimierz
dc.date2004-10-28
dc.date2006-01-11
dc.date.accessioned2026-07-07T06:38:57Z
dc.date.available2026-07-07T06:38:57Z
dc.descriptionThe free Meixner laws arise as the distributions of orthogonal polynomials with constant-coefficient recursions. We show that these are the laws of the free pairs of random variables which have linear regressions and quadratic conditional variances when conditioned with respect to their sum. We apply this result to describe free Levy processes with quadratic conditional variances, and to prove a converse implication related to asymptotic freeness of random Wishart matrices.
dc.descriptionLaTeX, v2: strengthened main theorem
dc.identifierhttps://arxiv.org/abs/math/0410601
dc.identifierhttp://arxiv.org/abs/math/0410601
dc.identifierJournal of Functional Analysis Volume 236 (2006), Pages 59-77
dc.identifierdoi:10.1016/j.jfa.2005.09.010
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/100921
dc.subjectOperator Algebras
dc.subjectProbability
dc.subject46L53
dc.titleOn a class of free Levy laws related to a regression problem
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