Explicit descriptions of all 1-Meixner random vectors

Abstract

The 1-Meixner random vectors consist of $d$ real-valued random variables, having finite moments of all orders, for which the commutators between their joint semi-quantum operators and the multiplication operators that they generate are linear combinations of these multiplication operators and the identity operator. This property of random variables imposes a system of first-order partial differential equations on their joint Laplace transform on a neighborhood of $0$ in a Euclidean $d$-space. We provide explicit descriptions of all solutions of the system just mentioned in every dimension $d$.

13 pages