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The Matsumoto-Yor property in free probability via subordination and Boolean cumulants
- 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 :
- Mathematics - Operator Algebras
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2109.12545
- Document Type :
- Working Paper