Characterization problems for linear forms with free summands

preprint2011arXivOpen access

Abstract

Let T1,...,TnT_1,...,T_n denote free random variables. For two linear forms L1=∑j=1najTjL_1=\sum_{j=1}^n a_jT_j and L2=∑j=1nbjTjL_2=\sum_{j=1}^n b_jT_j with real coefficients aja_j and bjb_j we shall describe all distributions of T1,...,TnT_1,...,T_n such that L1L_1 and L2L_2 are free. For identically distributed free random variables T1,...,TnT_1,...,T_n with distribution μμ we establish necessary and sufficient conditions on the coefficients aj,bj, j=1,...,n,a_j,b_j,\,j=1,...,n, such that the statements:\quad (i)(i) μμ is a centered semicircular distribution; and (ii)(ii) \, L1L_1 and L2L_2 are identically distributed (L1=DL2L_1\stackrel{D}{=}L_2); are equivalent. In the proof we give a complete characterization of all sequences of free cumulants of measures with compact support and with a finite number of non zero entries. The characterization is based on topological properties of regions defined by means of the Voiculescu transform ϕϕ of such sequences.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.