The Matsumoto-Yor property in free probability via subordination and Boolean cumulants
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Publication:6378601
arXiv2109.12545MaRDI QIDQ6378601FDOQ6378601
Authors: Marcin Świeca 
Publication date: 26 September 2021
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 additive subordination function and Boolean cumulants.
Characterization and structure theory of statistical distributions (62E10) Free probability and free operator algebras (46L54)
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