PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Tytuł artykułu

Free exponential families as kernel families

Autorzy
Wybrane pełne teksty z tego czasopisma
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Free exponential families have been previously introduced as a special case of the q-exponential family. We show that free exponential families arise also from the approach analogous to the definition of exponential families by using the Cauchy-Stieltjes kernel 1/(1 - Qx) instead of the exponential kernel exp(Qx). We use this approach to re-derive some known results and to study further similarities with exponential families and reproductive exponential models.
Wydawca
Rocznik
Strony
657--672
Opis fizyczny
Bibliogr. 25 poz.
Twórcy
autor
  • Department of Mathematical Sciences University of Cincinnati, PO Box 210025, Cincinnati, OH 45221-0025, USA, Wlodzimierz.Bryc@UC.edu
Bibliografia
  • [1] M. Anshelevich, Free martingale polynomials, J. Funct. Anal. 201 (2003), 228-261. arXiv:math.CO/0112194.
  • [2] M. Anshelevich, Orthogonal polynomials with a resolvent-type generating function, Trans. Amer. Math. Soc. 360(8) (2008), 4125-4143. arXiv:math.CO/0410482.
  • [3] O. E. Barndorff-Nielsen, S. Thorbjornsen, Self-decomposability and Lévy processes in free probability, Bernoulli 8(3) (2002), 323-366.
  • [4] G. Ben Arous, V. Kargin, Free point processes and free extreme values, Probability Theory and Related Fields, to appear, arXiv:0903.2672, 2009.
  • [5] G. Ben Arous, D. V. Voiculescu, Free extreme values, Ann. Probab. 34(5) (2006), 2037-2059.
  • [6] F. Benaych-Georges, Taylor expansions of R-transforms, application to supports and moments, Indiana Univ. Math. J. 55 (2006), 465-482.
  • [7] P. Biane, Segal-Bargmann transform, functional calculus on matrix spaces and the theory of semi-circular and circular systems, J. Funct. Anal. 144(1) (1997), 232-286.
  • [8] M. Bożejko, On (p) sets with minimal constant in discrete noncommutative groups, Proc. Amer. Math. Soc. 51 (1975), 407-412.
  • [9] M. Bożejko, W. Bryc, On a class of free Lévy laws related to a regression problem, J. Funct. Anal. 236 (2006), 59-77. arxiv.org/abs/math.OA/0410601.
  • [10] W. Bryc, M. Ismail, Approximation operators, exponential, and q-exponential families, Preprint. arxiv.org/abs/math.ST/0512224, 2005.
  • [11] W. Bryc, J. Wesołowski, Conditional moments of q-Meixner processes, Probab. Theory Related Fields 131 (2005), 415-441. arxiv.org/abs/math.PR/0403016.
  • [12] P. Diaconis, K. Khare, L. Saloff-Coste, Gibbs sampling, exponential families and orthogonal polynomials, Statistical Science 23 (2008), 151-178.
  • [13] F. Hiai, D. Petz, The semicircle law, free random variables and entropy, Mathematical Surveys and Monographs, 77, Amer. Math. Soc., Providence, RI, 2000.
  • [14] M. E. H. Ismail, C. P. May, On a family of approximation operators, J. Math. Anal. Appl. 63(2) (1978), 446-462.
  • [15] B. Jorgensen, The Theory of Dispersion Models, volume 76 of Monographs on Statistics and Applied Probability, Chapman & Hall, London, 1997.
  • [16] G. Letac, Lectures on Natural Exponential Families and their Variance Functions, Monografias de Matematica [Mathematical Monographs] 50, Instituto de Matematica Pura e Aplicada (IMPA), Rio de Janeiro, 1992.
  • [17] G. Letac, M. Mora. Natural real exponential families with cubic variance functions, Ann. Statist. 18(1) (1990), 1-37.
  • [18] C. N. Morris, Natural exponential families with quadratic variance functions, Ann. Statist. 10(1) (1982), 65-80.
  • [19] A. Nica, R. Speicher, On the multiplication of free N-tuples of noncommutative random variables, Amer. J. Math. 118(4) (1996), 799-837.
  • [20] G. Polya, G. Szegö, Problems and Theorems in Analysis. I, m Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 193, Springer-Verlag, Berlin, 1978.
  • [21] N. Saitoh, H. Yoshida, The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory, Probab. Math. Statist. 21(1) (2001), 159-170.
  • [22] R. Speicher, Free probability theory and non-crossing partitions, Sem. Lothar. Combin., 39, Art. B39c, 38 pp. (electronic), 1997.
  • [23] D. Voiculescu, Addition of certain noncommuting random variables, J. Funct. Anal. 66(3) (1986), 323-346.
  • [24] D. Voiculescu, Lectures on free probability theory, in: Lectures on probability theory and statistics (Saint-Flour, 1998), Lecture Notes in Math. 1738, pages 279-349. Springer, Berlin, 2000.
  • [25] J. Wesołowski, Kernel families, Unpublished manuscript, 1999.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-PWA5-0025-0019
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.