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Characterizations of free Meixner distributions
 

Summary: Characterizations of free Meixner
distributions
Michael Anshelevich
Texas A&M University
August 18, 2009
Michael Anshelevich Characterizations of free Meixner distributions
Definition via Jacobi parameters.
, , b, c R, 1 + , 1 + c 0.
{(, b, b, . . .), (1 + , 1 + c, 1 + c, . . .)} .
Tridiagonal matrix
J =






1 + 0 0 0
1 b 1 + c 0 0
0 1 b 1 + c 0

  

Source: Anshelevich, Michael - Department of Mathematics, Texas A&M University

 

Collections: Mathematics