Characterizations of some free random variables by properties of conditional moments of third degree polynomials

Abstract

We investigate Laha-Lukacs properties of noncommutative random variables (processes). We prove that some families of free Meixner distributions can be characterized by the conditional moments of polynomial functions of degree 3. We also show that this fact has consequences in describing some free Levy processes. The proof relies on a combinatorial identity. At the end of this paper we show that this result can be extended to a q-Gausian variable.

Journal of Theoretical Probability, 2012

References in corpus (4)

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• Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function
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