Regression conditions that characterize free-Poisson and free-Kummer distributions

IF 0.9 4区数学 Q4 PHYSICS, MATHEMATICAL

Random Matrices-Theory and Applications Pub Date : 2020-05-25 DOI:10.1142/s2010326322500198

Agnieszka Piliszek

引用次数: 1

Abstract

We find the asymptotic spectral distribution of random Kummer matrix. Then we formulate and prove a free analogue of HV independence property, which is known for classical Kummer and Gamma random variables and for Kummer and Wishart matrices. We also prove a related characterization of free-Kummer and free-Poisson (Marchenko–Pastur) non-commutative random variables.

查看原文本刊更多论文

表征自由泊松分布和自由库默分布的回归条件

给出了随机Kummer矩阵的渐近谱分布。然后，我们给出并证明了经典Kummer和Gamma随机变量以及Kummer和Wishart矩阵中已知的HV无关性质的自由模拟。我们还证明了自由- kummer和自由- poisson (Marchenko-Pastur)非交换随机变量的一个相关表征。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Random Matrices-Theory and Applications Decision Sciences-Statistics, Probability and Uncertainty

CiteScore

1.90

自引率

11.10%

发文量

期刊介绍： Random Matrix Theory (RMT) has a long and rich history and has, especially in recent years, shown to have important applications in many diverse areas of mathematics, science, and engineering. The scope of RMT and its applications include the areas of classical analysis, probability theory, statistical analysis of big data, as well as connections to graph theory, number theory, representation theory, and many areas of mathematical physics. Applications of Random Matrix Theory continue to present themselves and new applications are welcome in this journal. Some examples are orthogonal polynomial theory, free probability, integrable systems, growth models, wireless communications, signal processing, numerical computing, complex networks, economics, statistical mechanics, and quantum theory. Special issues devoted to single topic of current interest will also be considered and published in this journal.