scientific article; zbMATH DE number 7639710

MaRDI QIDQ5870402zbMATH OpenFDO

Authors Marcin Świeca

Publication date 9 January 2023

Full work available at URL https://arxiv.org/abs/2109.12545, https://alea.impa.br/articles/v19/19-55.pdf

zbMATH Keywords

Boolean cumulantsconditional momentsfree GIG distributionfree Poisson distributionfreeness

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• A new approach to subordination results in free probability
• A note on regularity for free convolutions
• Addition of certain non-commuting random variables
• An analogue of Pitman's \(2M-X\) theorem for exponential Winer functionals. II: The role of the generalized inverse Gaussian laws
• An independence property for the product of GIG and gamma laws
• Boolean cumulants and subordination in free probability
• Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability
• Convolution, subordination and characterization problems in noncommutative probability
• scientific article; zbMATH DE number 1436291 (Why is no real title available?)
• On characterizations of the gamma and generalized inverse Gaussian distributions
• On the Matsumoto-Yor property in free probability
• Outliers in the spectrum of large deformed unitarily invariant models
• Processes with free increments
• The Lebesgue decomposition of the free additive convolution of two probability distributions
• The limiting spectral measure of the generalised inverse Gaussian random matrix model
• The Matsumoto-Yor property and its converse on symmetric cones
• The Matsumoto-Yor property on trees
• The Matsumoto–Yor independence property for GIG and Gamma laws, revisited
• Theory of operator algebras I.
• Using Boolean cumulants to study multiplication and anti-commutators of free random variables

Cited in

(5)

• A new proof for the multiplicative property of the boolean cumulants with applications to the operator-valued case
• On the Matsumoto-Yor property in free probability
• Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability
• Boolean cumulants and subordination in free probability
• The Matsumoto-Yor property in free probability via subordination and Boolean cumulants

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