2021/09/26 by Marcin Świeca, Świeca, Marcin
Mathematics · #Advanced Harmonic Analysis Research #Analytic and geometric function theory #FOS: Mathematics #Operator Algebras (math.OA)
paper · pdf · doi:10.48550/arxiv.2109.12545
openalex publication_date 2021/09/26 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28
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.