The Matsumoto-Yor property in free probability via subordination and Boolean cumulants

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2021-09-26 DOI:10.30757/alea.v19-55

Marcin Świeca

引用次数: 1

Abstract

. We study the Matsumoto-Yor property in free probability. We prove three characterizations of free-GIG and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are subordination and Boolean cumulants. In particular, we establish a new connection between the additive subordination function and Boolean cumulants.

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基于隶属度和布尔累积量的自由概率中的Matsumoto-Yor性质

．我们研究自由概率中的Matsumoto-Yor性质。利用自由度性质证明了自由gig分布和自由泊松分布的三种特征，并给出了有关条件矩的一些假设。我们的主要工具是从属关系和布尔累积量。特别地，我们在加性隶属函数和布尔累积量之间建立了一种新的联系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Alea-Latin American Journal of Probability and Mathematical Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted. ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper. ALEA is affiliated with the Institute of Mathematical Statistics.