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

Authors :
Świeca, Marcin
Publication Year :
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.

Subjects

Subjects :
Mathematics - Operator Algebras

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2109.12545
Document Type :
Working Paper