| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4614057 | Journal of Mathematical Analysis and Applications | 2017 | 20 Pages |
Abstract
We study the Matsumoto–Yor property in free probability. We prove that the limiting empirical eigenvalue distribution of the GIG matrices and the Marchenko–Pastur distribution have the free Matsumoto–Yor property. Finally we characterize these distributions by regression properties in free probability.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Kamil Szpojankowski,