On a method of introducing free-infinitely divisible probability measures

• Autorzy: Jurek Z. J.
• Języki publikacji: EN

Abstrakty

EN

Random integral mappings (…) give isomorphism between the sub-semigroups of the classical (ID, *) and the free-infinite divisible (...) probability measures. This allows us to introduce new examples of such measures, more precisely their corresponding characteristic functionals.

Słowa kluczowe

EN

classical infinite divisibility; free infinite divisibility Lévy–Khintchine formula; Nevanlinna–Pick formula; characteristic (Fourier) functional; Voiculescu transform

PL

klasyczna nieskończona podzielność; formuła Nevanlinna-Picka; transformacja Voiculescu

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2016
• Tom: Vol. 49, nr 2
• Strony: 236--251
• Opis fizyczny: Bibliogr. 21 poz.

Twórcy

autor

Jurek Z. J.

• Institute of Mathematics, University of Wrocław, Pl. Grunwaldzki 2/4, 50-386 Wrocław, Poland

Bibliografia

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• [16] Z. J. Jurek, Random integral representations for free-infinitely divisible and tempered stable distributions, Statist. Probab. Lett. 77(4) (2007), 417–425.
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• [20] M. M. Meerscheart, H. P. Scheffler, Limit Distributions for Sums of Independent Random Vectors, Wiley Series in Probability and Statistics, John Wiley & Sons, Inc. New York, 2001.
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Uwagi

Opracowanie ze środków MNiSW w ramach umowy 812/P-DUN/2016 na działalność upowszechniającą naukę.