Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Between classical and noncommutative probability: quadratic harnesses and characterizations

2012/05/B/ST1/00554

Keywords:

quadratic harnesses characterizations

Descriptors:

  • ST1_13: Probability and statistics
  • ST1_9: Operator algebras and functional analysis
  • ST1_8: Analysis

Panel:

ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution :

Politechnika Warszawska, Wydział Matematyki i Nauk Informacyjnych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Jacek Wesołowski 

Number of co-investigators in the project: 5

Call: OPUS 3 - announced on 2012-03-15

Amount awarded: 282 696 PLN

Project start date (Y-m-d): 2013-03-07

Project end date (Y-m-d): 2016-03-06

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. laptop (2 szt.) (14 000 PLN)
  2. 2 laptopy (9 137 PLN)
  3. skaner do dokumentów (1 000 PLN)

Information in the final report

  • Publication in academic press/journals (18)
  1. The Lukacs-OLkin-Rubin theorem on symmetric cones without invariance of the "quotient"
    Authors:
    B. Kołodziejek
    Academic press:
    Journal of Theoretical Probability (rok: 2016, tom: 29(2), strony: 550-568), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10959-014-0587-3 - link to the publication
  2. The Matsumoto-Yor property and its converse on symmetric cones
    Authors:
    B. Kołodziejek
    Academic press:
    Journal of Theoretical Probabilityty (rok: 2017, tom: 30(2), strony: 624-638), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10959-015-0648-2 - link to the publication
  3. Zonal polynomials and multidimensional quantum Bessel process
    Authors:
    Wojciech Matysiak, Marcin Świeca
    Academic press:
    Stochastic Processes and their Applications (rok: 2015, tom: 125, strony: 3430-3457), Wydawca: Elsevier
    Status:
    Published
    DOI:
    brak - link to the publication
  4. A constant regression characterization of a Marchenko-Pastur law
    Authors:
    K. Szpojankowski
    Academic press:
    Probability and Mathematical Statistics (rok: 2016, tom: 36(1), strony: 45300), Wydawca: Wrocław University
    Status:
    Accepted for publication
    DOI:
    brak - link to the publication
  5. Hypergroups and quantum Bessel processes of non-integer dimensions
    Authors:
    W. Matysiak
    Academic press:
    Journal of Theoretical Probability (rok: 2017, tom: 30(4), strony: 1677-1691), Wydawca: Springer
    Status:
    Accepted for publication
    DOI:
    10.1007/s10959-016-0688-2 - link to the publication
  6. Characterization of beta distribution on symmetric cones
    Authors:
    B. Kołodziejek
    Academic press:
    Journal of Multivariate Analysis (rok: 2016, tom: 143, strony: 414-423), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.004 - link to the publication
  7. On the Lukacs property for free random variables
    Authors:
    K. Szpojankowski
    Academic press:
    Studia Mathematica (rok: 2015, tom: 228(1), strony: 55-72), Wydawca: Instytut Matematyczny PAN
    Status:
    Published
    DOI:
    brak - link to the publication
  8. The generalized fundamental equation of information on symmetric cones
    Authors:
    B. Kołodziejek
    Academic press:
    Aequationes Mathematicae (rok: 2016, tom: 90(5), strony: 917-933), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00010-016-0416-0 - link to the publication
  9. Multiplicative Cauchy functional equation on symmetric cones
    Authors:
    B. Kołodziejek
    Academic press:
    Aequationes Mathematicae (rok: 2015, tom: 89, strony: 1075-1094), Wydawca: Springer
    Status:
    Published
    DOI:
    brak - link to the publication
  10. On the Matsumoto-Yor type regression characterization of the gamma and Kummer distributions
    Authors:
    Jacek Wesołowski
    Academic press:
    Statistics and Probability Letters (rok: 2015, tom: 107, strony: 145-149), Wydawca: Elsevier
    Status:
    Published
    DOI:
    brak - link to the publication
  11. Jordan algebras and quantum Bessel processes
    Authors:
    W. Matysiak, M. Świeca
    Academic press:
    International Mathematics Research Notices (rok: 2017, tom: 13, strony: 4029-4068), Wydawca: Oxford University Press
    Status:
    Submitted
    DOI:
    10.1093/imrn/rnw138 - link to the publication
  12. Infinitesimal generators for a class of polynomial processes
    Authors:
    Włodzimierz Bryc, Jacek Wesołowski
    Academic press:
    Studia Mathematica (rok: 2015, tom: 229(1), strony: 73-93), Wydawca: Instytut Matematyczny PAN
    Status:
    Published
    DOI:
    brak - link to the publication
  13. Infinitesimal generators of q-Meixner processes
    Authors:
    Wlodzimierz Bryc, Jacek Wesołowski
    Academic press:
    Stochastic Processes and their Applications (rok: 2014, tom: 124, strony: 915-926), Wydawca: Elsevier
    Status:
    Published
    DOI:
    brak - link to the publication
  14. Supplement A: Proofs an some detailed examples for "A new prior for discrete DAG models with a restricted set of directions"
    Authors:
    H. Massam, J. Wesołowski
    Academic press:
    Annals of Statistics (rok: 2016, tom: 44(3), strony: 45312), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/15-AOS1396SUPP - link to the publication
  15. Convolution, subordination and characterization problems in noncommutative probability
    Authors:
    W. Ejsmont, U. Franz, K. Szpojankowski
    Academic press:
    Indiana University Mathematics Journal (rok: 2017, tom: 66(1), strony: 237-257), Wydawca: Indiana University
    Status:
    Accepted for publication
    DOI:
    brak - link to the publication
  16. A new prior for discrete DAG models with a restricetd set of directions
    Authors:
    H. Massam, J. Wesołowski
    Academic press:
    Annals of Statistics (rok: 2016, tom: 44(3), strony: 1010-1037), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    brak - link to the publication
  17. Dual Lukacs regressions of negative orders for noncommutative variables
    Authors:
    Kamil Szpojankowski
    Academic press:
    Inifinite Dimensional Analysis, Quantum Probability and Related Topics (rok: 2014, tom: 17(3), strony: 1450021-1 - 1450021-19), Wydawca: World Scientific
    Status:
    Published
    DOI:
    brak - link to the publication
  18. On the Matsumoto-Yor property in free probability
    Authors:
    K. Szpojankowski
    Academic press:
    Journal of Mathematical Analysis and Applications (rok: 2017, tom: 445(1), strony: 374-393), Wydawca: Elsevier
    Status:
    Submitted
    DOI:
    brak - link to the publication

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