Independence-preserving transformations are central in classical characterizations
such as Lukacs’ theorem and the Matsumoto–Yor property. In this talk, the emphasis
is on a more recent source of such phenomena: quadrirational Yang–Baxter maps
(of Adler–Bobenko–Suris type [2:2]), viewed as real-analytic involutions on
$(0,\infty)^2$.
Given a diffeomorphism $F$ on a product domain, the requirement that independent
inputs $(X,Y)$ yield independent outputs $(U,V)=F(X,Y)$ for some product law
is equivalent to a separated functional equation for the logarithms of the
densities. The key point is that with this point of view, the characterisation
of all independence-preserving product measures reduces to describing the Abelian
relations of the associated planar 4-web given by the foliations $(x, y, u, v)$.
Using the Bol bound for planar 4-webs, one obtains that for each of the three
quadrirational involutions $H_I^+$, $H_{II}^+$ and $H_{III}^A$, the space of
Abelian relations has dimension 3, and explicit bases can be written down.
This yields a complete three-parameter family of independence-preserving product
distributions, which is beta-prime, Kummer and GIG-type families.