刊名:Journal of Mathematical Analysis and Applications
出版年:2017
出版时间:1 January 2017
年:2017
卷:445
期:1
页码:374-393
全文大小:453 K
文摘
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 regression properties in free probability.