Two dimensional Meixner random vectors of class ${\mathcal M}_L$

Details Two dimensional Meixner random vectors of class ${\mathcal M}_L$ Two dimensional Meixner random vectors of class ${\mathcal M}_L$

2010-09-03

arxiv.org/abs/1009.0775v1

Mathematics

Probability

Scientific paper

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 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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