3 papers
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
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.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…