On the Matsumoto-Yor property in free probability
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Publication:323811
DOI10.1016/j.jmaa.2016.08.002zbMath1373.60034arXiv1511.01930OpenAlexW2963482175MaRDI QIDQ323811
Publication date: 10 October 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.01930
conditional momentsfreenessfree generalized inverse Gaussian distributionfree Poisson distributionMatsumoto-Yor property
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) General theory of (C^*)-algebras (46L05)
Related Items (8)
Unnamed Item ⋮ Free infinite divisibility for generalized power distributions with free Poisson term ⋮ Unnamed Item ⋮ A Matsumoto-Yor characterization for Kummer and Wishart random matrices ⋮ On free generalized inverse Gaussian distributions ⋮ Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability ⋮ Remarks on a free analogue of the beta prime distribution ⋮ Regression conditions that characterize free-Poisson and free-Kummer distributions
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