
























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 a regression properties in free probability.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。