Agnieszka Piliszek

activity

20152019

most citedChange of measure technique in characterizations of the Gamma and Kummer distributions

9 citations · 16 across the 4 of their papers we have counts for

collaborators

4 papers

math.OA2019

Regression conditions that characterizes free--Poisson and free--Kummer distributions

Agnieszka Piliszek

We find the asymptotic spectral distribution of random Kummer matrix. Then we formulate and prove a~free analogue of HV independence property, which is known for classical Kummer a…

math.PR2017

Independence characterization for Wishart and Kummer random matrices

Agnieszka Piliszek, Bartosz Kołodziejek

We generalize the following univariate characterization of the Kummer and Gamma distributions to the cone of symmetric positive definite matrices: let $X$ and $Y$ be independent, n…

math.PR2017★ 9 cited

Change of measure technique in characterizations of the Gamma and Kummer distributions

Agnieszka Piliszek, Jacek Wesołowski

If $X$ and $Y$ are independent random variables with distributions $μ$ and $ν$ then $U = ψ (X, Y)$ and $V = ϕ (X, Y)$ are also independent for some $ψ$ and $ϕ$ . Properties of this type are…

math.PR2015★ 7 cited

Kummer and gamma laws through independences on trees - another parallel with the Matsumoto-Yor property

Agnieszka Piliszek, Jacek Wesołowski

The paper develops a rather unexpected parallel to the multivariate Matsumoto--Yor (MY) property on trees considered in \cite{MW04}. The parallel concerns a multivariate version of…