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math.PR2026

Probability laws associated to the independence preserving quadrirational Yang-Baxter maps -- the ultimate case

Bartosz Kołodziejek, Gérard Letac, Mauro Piccioni +1

A map is said to be independence preserving (IP) if there exists a pair of independent random variables v…

math.PR2026

GIG random matrices and a Yang-Baxter extension of the Matsumoto-Yor property

Gérard Letac, Mauro Piccioni, Jacek Wesołowski

Sasada and Uozumi, \cite{SasUoz2024}, identified independence preserving quadrirational parametric Yang-Baxter maps, see \eqref{YBEQ}, on . In particular, the m…

math.PR2025

Graphical Negative Multinomial and Multinomial Models with Dirichlet-type priors

Iza Danielewska, Bartosz Kołodziejek, Jacek Wesołowski +1

Bayesian statistical graphical models are typically classified as either continuous and parametric (Gaussian, parameterized by the graph-dependent precision matrix with Wishart-typ…

math.PR2025

Expected number of jumps and the number of active particles in TASEP

Paweł Hitczenko, Jacek Wesołowski

For a TASEP on with the step initial condition we identify limits as of the expected total number of jumps until time and the expected number of acti…

math.PR2024

Reversible Markov kernels and involutions on product spaces

Mauro Piccioni, Jacek Wesołowski

In this paper the relations between independence preserving (IP) involutions and reversible Markov kernels are investigated. We introduce an involutive augmentation H = (f, g_f) of…