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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Conditional and independence structures of probability measures

2016/21/B/ST1/00005

Keywords:

characterizations of probability measures quadratic harnesses ASEPs probability measures in free probability probability measures on homogeneous cones and related algebraic structures statistical graphical models random matrices Bessel process

Descriptors:

  • ST1_13:
  • ST1_9:

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 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 (Y-m-d): 2017-01-13

Project end date (Y-m-d): 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 (12 000 PLN)

Information in the final report

  • Publication in academic press/journals (17)
  1. Asymmetric simple exclusion process with open boundaries and quadratic harnesses
    Authors:
    Włodek Bryc, Jacek Wesołowski
    Academic press:
    Journal of Statistical Physics (rok: 2017, tom: 167, strony: 383-415), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10955-017-1747-5 - 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 (rok: 2018, tom: 460(2), strony: 976-986), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2017.12.041 - link to the publication
  3. Independence characterization for Wishart and Kummer random matrices
    Authors:
    Bartosz Kołodziejek, Agnieszka Piliszek
    Academic press:
    Revstat (rok: 2020, tom: 18(3), strony: 357 – 373), Wydawca: Statistics Portugal
    Status:
    Published
    DOI:
    Brak - link to the publication
  4. 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 (rok: 2019, tom: 177, strony: 252-284), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10955-019-02367-4 - link to the publication
  5. Multivariate reciprocal inverse Gaussian distributions from the Sabot -Tarr'es -Zeng integral
    Authors:
    Gerard Letac, Jacek Wesolowski
    Academic press:
    Journal of Multivariate Analysis (rok: 2020, tom: 175, strony: 45675), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmva.2019.104559 - link to the publication
  6. Asymmetric simple exclusion process with open boundaries and quadratic harnesses
    Authors:
    Włodek Bryc, Jacek Wesołowski
    Academic press:
    Journal of Statistical Physics (rok: 2017, tom: 167, strony: 383-415), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10955-017-1747-5 - 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 (rok: 2020, tom: 17, strony: 253-272), Wydawca: Instituto Nacional de Matemática Pura e Aplicada, Brazylia
    Status:
    Published
    DOI:
    0.30757/ALEA.v17-10 - link to the publication
  8. On free generalized inverse gaussian distributions
    Authors:
    Takahiro Hasebe, Kamil Szpojankowski
    Academic press:
    Complex Analysis and Operator Theory (rok: 2019, tom: 13 (7), strony: 3091-3116), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s11785-018-0790-9 - link to the publication
  9. Order statistics from overlapping samples: bivariate densities and regression properties
    Authors:
    Nan-Cheng Su, Fernando Lopez-Blazques, Jacek Wesolowski
    Academic press:
    Statistics (rok: 2019, tom: 53(5), strony: 1052-1081), Wydawca: Taylor and Francis
    Status:
    Published
    DOI:
    10.1080/02331888.2019.1599378 - link to the publication
  10. Quantum Bernstein's theorem and the hyperoctahedral group
    Authors:
    Paweł Józiak, Kamil Szpojankowski
    Academic press:
    Journal of Mathematical Physics (rok: 2018, tom: 59, strony: 45668), Wydawca: AIP Publishing
    Status:
    Published
    DOI:
    10.1063/1.5007934 - link to the publication
  11. 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 (rok: 2020, tom: 24, strony: 244-251), Wydawca: EDP Sciences
    Status:
    Published
    DOI:
    10.1051/ps/2019009 - link to the publication
  12. Multivariate reciprocal inverse Gaussian distributions from the Sabot -Tarr'es -Zeng integral
    Authors:
    Gerard Letac, Jacek Wesolowski
    Academic press:
    Journal of Multivariate Analysis (rok: 2020, tom: 175, strony: 45675), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmva.2019.104559 - link to the publication
  13. A Matsumoto-Yor characterization for Kummer and Wishart random matrices
    Authors:
    Bartosz Kołodziejek
    Academic press:
    Journal of Mathematical Analysis and Applications (rok: 2018, tom: 460(2), strony: 976-986), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2017.12.041 - link to the publication
  14. 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 (rok: 2020, tom: 24, strony: 244-251), Wydawca: EDP Sciences
    Status:
    Published
    DOI:
    10.1051/ps/2019009 - link to the publication
  15. Independence characterization for Wishart and Kummer random matrices
    Authors:
    Bartosz Kołodziejek, Agnieszka Piliszek
    Academic press:
    Revstat (rok: 2020, tom: 18(3), strony: 357 – 373), Wydawca: Statistics Portugal
    Status:
    Published
  16. Quantum Bernstein's theorem and the hyperoctahedral group
    Authors:
    Paweł Józiak, Kamil Szpojankowski
    Academic press:
    Journal of Mathematical Physics (rok: 2018, tom: 59, strony: 45668), Wydawca: AIP Publishing
    Status:
    Published
    DOI:
    10.1063/1.5007934 - link to the publication
  17. 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 (rok: 2018, tom: 458, strony: 967-979), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.011 - link to the publication

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