Two-dimensional Meixner Random Vectors of Class ${\mathcal{M}}_{L}$ |
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Authors: | Aurel I Stan |
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Affiliation: | (1) Information Sciences, Tokyo University of Science, Yamazaki 2641, 278-8510 Noda, Japan;(2) Mathematical Physics, Steklov Mathematical Institute, Gubkin St 8, 119991 Moscow, Russia |
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Abstract: | The paper is divided into two parts. In the first part we lay down the foundation for defining the joint annihilation–preservation–creation
decomposition of a finite family of not necessarily commutative random variables, and show that this decomposition is essentially
unique. In the second part we show that any two, not necessarily commutative, random variables X and Y for which the vector space spanned by the identity and their annihilation, preservation, and creation operators equipped
with the bracket given by the commutator forms a Lie algebra are equivalent up to an invertible linear transformation to two
independent Meixner random variables with mixed preservation operators. In particular, if X and Y commute, then they are equivalent up to an invertible linear transformation to two independent classic Meixner random variables.
To show this we start with a small technical condition called “non-degeneracy”. |
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