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The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory

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Języki publikacji
EN
Abstrakty
EN
We calculate Voiculescu’s R-transform of the compactly supported probability measure on Rinduced from the orthogonal polynomials with a constant recursion formula, and investigate its infinite divisibility with respect to the additive free convolution. In the case of infinite divisibility, we give the Lévy-Hinčin measure explicitly for the integral representation of the R-transform of the free analogue of the Lévy-Hinčin formula.
Rocznik
Strony
159--170
Opis fizyczny
Biblogr. 17 poz.
Twórcy
autor
  • Department of Information Sciences. Faculty of Science Ochanomizu University 2-1-1, Otsuka, Bunkyou, Tokyo 112, Japan
autor
  • Department of Information Sciences. Faculty of Science Ochanomizu University 2-1-1, Otsuka, Bunkyou, Tokyo 112, Japan
Bibliografia
  • [1] L. Accardi and M. Bożejko, Interacting Fock spaces and Gaussianization of probability measures, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 1 (1998), pp. 663-670.
  • [2] N. I. Akhiezer, The Classical Moment Problem, Oliver and Body, Moscow 1961.
  • [3] M. Akiyama and H. Yoshida, The distributions for linear combinations of a free family of projections and their orthogonal polynomials, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 2 (1999), pp. 627-643.
  • [4] H. Bercovici and D. Yoiculescu, Levy-Hinćin type theoremsfor multiplicatwe and additive free convolution, Pacific J. Math. 153 (1992), pp. 217-248.
  • [5] H. Bercovici and D. Voiculescu, Superconvergence to the central limit andfailure of the Cramer theorem for free random variables, Probab. Theory Related Fields 102 (1995), pp. 215-222.
  • [6] M. Bożejko, M. Leinert and R. Speicher, Convolution and limit theorems for conditionally free random variables, Pacific J. Math. 175 (1996), pp. 357-388.
  • [7] J. M. Cohen and A. R. Trenholme, Orthogonal polynomials with constant recursion formula and an application to harmonic analysis, J. Funct. Anal. 59 (1984), pp. 175-184.
  • [8] J. Favard, Sur les polynómes de Tchebicheff C. R. Acad. Sci. Paris 200 (1935), pp. 2052-2053.
  • [9] M. G. Kendall and A. Stuart, The Advanced Theory of Statistics, Vol. 1. Distribution Theory, 2nd edition, Griffin, London 1963.
  • [10] H. Maassen, Addition of freely independent random variables, J. Funct. Anal. 106 (1992), pp. 409-438.
  • [11] A. Nica, A one-parameter family of transforms, linearizing convolution laws for probability distributions, Comm. Math. Phys. 168 (1995), pp. 187-207.
  • [12] A. Nica, R-transforms of free joint distributions and non-crossing partitions, J. Funct Anal. 135 (1996), pp. 271-296.
  • [13] R. Speicher, Multiplicative functions on the lattice of non-crossing partitions and free convolution, Math. Ann. 298 (1994), pp. 611-628.
  • [14] G. Szegö, Orthogonal Polynomials, Amer. Math. Soc. Colloq. Publ., Vol. XXIII, Providence, R.I., 1939 (4th edition 1975).
  • [15] D. Yoiculescu, Symmetries of some reduced free product C*-algebras, in: Operator Algebras and Their Connections with Topology and Ergodic Theory, Lecture Notes in Math. 1132, Springer, Berlin-Heildelberg 1985, pp. 556-588.
  • [16] D. Voiculescu, Addition of certain non-commutative random variables, J. Funct. Anal. 66, (1986), pp. 323-346.
  • [17] D. Voiculescu, K. Dykema and A. Nica, Free Random Yariables, CMR Monograph Series, Yol. 1, Amer. Math. Soc., 1992.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-a1001fc8-ca84-4fd5-8934-504a39804d22
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