13 citations · 39 across the 22 of their papers we have counts for
Showing 2015Show all
3 papers · 1 filter
math.OA2015
On the Matsumoto-Yor property in free probability
Kamil Szpojankowski
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…
math.OA2015★ 9 cited
Convolution, subordination and characterization problems in noncommutative probability
Wiktor Ejsmont, Uwe Franz, Kamil Szpojankowski
Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations…
math.OA2015★ 1 cited
A constant regression characterization of a Marchenko-Pastur law
Kamil Szpojankowski
Lukacs type characterization of Marchenko--Pastur distribution in free probability is studied here. We prove that for free and when conditional moments of…