Conditional and independence structures of probability measures

2016/21/B/ST1/00005

Keywords

Descriptors

  • ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
  • ST1_9: Algebry operatorowe i analiza funkcjonalna

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

Voivodeship: mazowieckie

Other projects carried out by the institution »

Principal investigator (from the host institution)

prof. Jacek Andrzej Wesołowski

Number of co-investigators in the project: 6

Call

OPUS 11 – announced on 2016-03-15

Amount awarded
433 200 PLN
Project start date
2017-01-13
Project end date
2021-01-12
Project duration
48 months (the same as in the proposal)
Project status
Project settled

Project description

Download the project description in a pdf file

Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. laptop. Cost: 12 000 PLN

Information in the final report

Publication in academic press/journals (11)

  1. Change of measure technique in characterizations of the gamma and Kummer distributions

    Authors:
    Agnieszka Piliszek, Jacek Wesołowski
    Academic press:
    Journal of Mathematical Analysis and Applications (year: 2018, volume: 458, pages: 967-979), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2017.10.011 – link to the publication
  2. A Matsumoto-Yor characterization for Kummer and Wishart random matrices

    Authors:
    Bartosz Kołodziejek
    Academic press:
    Journal of Mathematical Analysis and Applications (year: 2018, volume: 460(2), pages: 976-986), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2017.12.041 – link to the publication
  3. On free generalized inverse gaussian distributions

    Authors:
    Takahiro Hasebe, Kamil Szpojankowski
    Academic press:
    Complex Analysis and Operator Theory (year: 2019, volume: 13 (7), pages: 3091-3116), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s11785-018-0790-9 – link to the publication
  4. Asymmetric simple exclusion process with open boundaries and quadratic harnesses

    Authors:
    Włodek Bryc, Jacek Wesołowski
    Academic press:
    Journal of Statistical Physics (year: 2017, volume: 167, pages: 383-415), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s10955-017-1747-5 – link to the publication
  5. Quantum Bernstein's theorem and the hyperoctahedral group

    Authors:
    Paweł Józiak, Kamil Szpojankowski
    Academic press:
    Journal of Mathematical Physics (year: 2018, volume: 59, pages: 46033), Publisher: AIP Publishing
    Status:
    Published
    DOI:
    10.1063/1.5007934 – link to the publication
  6. Multivariate reciprocal inverse Gaussian distributions from the Sabot -Tarr'es -Zeng integral

    Authors:
    Gerard Letac, Jacek Wesolowski
    Academic press:
    Journal of Multivariate Analysis (year: 2020, volume: 175, pages: 46040), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmva.2019.104559 – link to the publication
  7. Conditional expectations through Boolean cumulants and subordination – towards a better understanding of the Lukacs property in free probability

    Authors:
    Kamil Szpojankowski, Jacek Wesołowski
    Academic press:
    ALEA Latin American Journal of Probability and Mathematical Statistics (year: 2020, volume: 17, pages: 253-272), Publisher: Instituto Nacional de Matemática Pura e Aplicada, Brazylia
    Status:
    Published
  8. Location and scale behaviour of the quantiles of a natural exponential family

    Authors:
    Mauro Piccioni, Bartosz Kołodziejek, Gerard Letac
    Academic press:
    ESAIM Probability and Mathematical Statistics (year: 2020, volume: 24, pages: 244-251), Publisher: EDP Sciences
    Status:
    Published
    DOI:
    10.1051/ps/2019009 – link to the publication
  9. Independence characterization for Wishart and Kummer random matrices

    Authors:
    Bartosz Kołodziejek, Agnieszka Piliszek
    Academic press:
    Revstat (year: 2020, volume: 18(3), pages: 357 – 373), Publisher: Statistics Portugal
    Status:
    Published
  10. On Matrix Product Ansatz for asymmetric simple exclusion process with open boundary in the singular case

    Authors:
    W. Bryc, M. Świeca
    Academic press:
    Journal of Statistical Physics (year: 2019, volume: 177, pages: 252-284), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s10955-019-02367-4 – link to the publication
  11. Order statistics from overlapping samples: bivariate densities and regression properties

    Authors:
    Nan-Cheng Su, Fernando Lopez-Blazques, Jacek Wesolowski
    Academic press:
    Statistics (year: 2019, volume: 53(5), pages: 1052-1081), Publisher: Taylor and Francis
    Status:
    Published
    DOI:
    10.1080/02331888.2019.1599378 – link to the publication

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Graphic design and implementation: Jakub Piotrowski