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1-Meixner Random Vectors
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2020-07-20 , DOI: 10.1007/s10959-020-01023-y Aurel I. Stan , Florin Catrina
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2020-07-20 , DOI: 10.1007/s10959-020-01023-y Aurel I. Stan , Florin Catrina
A definition of d-dimensional n-Meixner random vectors is given first. This definition involves the commutators of their semi-quantum operators. After that we focus on the 1-Meixner random vectors and derive a system of d partial differential equations satisfied by their Laplace transform. We provide a set of necessary conditions for this system to be integrable. We use these conditions to give a complete characterization of all non-degenerate three-dimensional 1-Meixner random vectors. It must be mentioned that the three-dimensional case produces the first example in which the components of a 1-Meixner random vector cannot be reduced, via an injective linear transformation, to three independent classic Meixner random variables.
中文翻译:
1-Meixner 随机向量
首先给出d维n-Meixner随机向量的定义。该定义涉及其半量子算子的交换子。之后,我们将重点放在 1-Meixner 随机向量上,并推导出满足其拉普拉斯变换的 d 个偏微分方程组。我们为该系统可集成提供了一组必要条件。我们使用这些条件给出所有非退化三维 1-Meixner 随机向量的完整表征。必须提到的是,三维情况产生了第一个示例,其中 1-Meixner 随机向量的分量不能通过内射线性变换减少为三个独立的经典 Meixner 随机变量。
更新日期:2020-07-20
中文翻译:
1-Meixner 随机向量
首先给出d维n-Meixner随机向量的定义。该定义涉及其半量子算子的交换子。之后,我们将重点放在 1-Meixner 随机向量上,并推导出满足其拉普拉斯变换的 d 个偏微分方程组。我们为该系统可集成提供了一组必要条件。我们使用这些条件给出所有非退化三维 1-Meixner 随机向量的完整表征。必须提到的是,三维情况产生了第一个示例,其中 1-Meixner 随机向量的分量不能通过内射线性变换减少为三个独立的经典 Meixner 随机变量。