21 research outputs found

    On the Lukacs property for free random variables

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    The Lukacs property of the free Poisson distribution is studied here. We prove that if free \X and \Y are free Poisson distributed with suitable parameters, then \X+\Y and \left(\X+\Y\right)^{-\frac{1}{2}}\X\left(\X+\Y\right)^{-\frac{1}{2}} are free. As as an auxiliary result we give joint cumulants of \X and \X^{-1} for free Poisson distributed \X. We also study the Lukacs property of the free gamma distribution
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