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Tytuł artykułu

Urbanik type subclasses of free-infinitely~divisible~transforms

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Języki publikacji
EN
Abstrakty
EN
For the class of free-infinitely divisible transforms we introduce three families of increasing Urbanik type subclasses. They begin with the class of free-normal transforms and end up with the whole class of free- infinitely divisible transforms. Those subclasses are derived from the ones of classical infinitely divisible measures for which random integral repre- sentations are known. Special functions like Hurwitz–Lerch, polygamma and hypergeometric functions appear in kernels of the corresponding integral representations.
Rocznik
Strony
23--39
Opis fizyczny
Bibliogr. 26 poz.
Twórcy
  • Institute of Mathematics, Wroclaw University, Pl. Grunwaldzki 2/4, 50-384 Wroclaw, Poland
Bibliografia
  • 1. O. E. Barndorff-Nielsen and S. Thorbjorsen, Classical and free infinite divisibility and Lévy processes, in: Lecture Notes in Math. 1866, Springer, 2006, 33-159.
  • 2. H. Bercovici and D. V. Voiculescu, Free convolution of measures with unbounded support, Indiana Univ. Math. J. 42 (1993), 733-773.
  • 3. R. C. Bradley and Z. J. Jurek, The strong mixing and the selfdecomposability, Statist. Probab. Lett. 84 (2014), 67-71.
  • 4. W. Feller, An Introduction to Probability Theory and its Applications, Vol. II, Wiley, New York, 1966.
  • 5. B. V. Gnedenko and A. N. Kolomogorov, Limit Distributions for Sums of Independent Random Variables, Addison-Wesley, Cambridge, MA, 1954.
  • 6. S. Gradshteyn and M. Ryzhik, Table of Integrals, Series, and Products, 5th ed., Academic Press, New York, 1994.
  • 7. L. Jankowski and Z. J. Jurek, Remarks on restricted Nevanlinna transforms, Demonstratio Math. 45 (2012), 297-307.
  • 8. Z. J. Jurek, Limit distributions for sums of shrunken random variables, in: Second Vilnius Conf. Probab. Theor. Math. Statistics, Abstracts of Communications 3 (1977), 95-96.
  • 9. Z. J. Jurek, Limit distributions for sums of shrunken random variables, Dissertationes Math. 185 (1981), 46 pp.
  • 10. Z. J. Jurek, Limit distributions and one-parameter groups of linear operators on Banach spaces, J. Multivariate Anal. 13 (1983), 578-604.
  • 11. Z. J. Jurek, The classes Lm(Q) of probability measures on Banach spaces, Bull. Polish Acad. Sci. Math. 31 (1983), 51-62.
  • 12. Z. J. Jurek, Relations between the s-selfdecomposable and selfdecomposable measures, Ann. Probab. 13 (1985), 592-608; see also www.math.uni.wroc.pl/~zjjurek/Conjecture.pdf.
  • 13. Z. J. Jurek, Random integral representations for classes of limit distributions similar to Lévy class L0, Probab. Theory Related Fields 78 (1988), 473-490.
  • 14. Z. J. Jurek, Random integral representations for classes of limit distributions similar to Lévy class L0. II, Nagoya Math. J. 114 (1989), 53-64.
  • 15. Z. J. Jurek, Random integral representation hypothesis revisited: new classes of s-selfdecomposable laws, in: Abstract and Applied Analysis (Hanoi, 2002), World Sci., Singapore, 2004, 479-498; see also www.math.uni.wroc.pl/~zjjurek/Hanoi2002.pdf.
  • 16. Z. J. Jurek, Cauchy transforms of measures viewed as some functionals of Fourier transforms, Probab. Math. Statist. 26 (2006), 187-200.
  • 17. Z. J. Jurek, Random integral representations for free-infinitely divisible and tempered stable distributions, Statist. Probab. Lett. 77 (2007), 417-425.
  • 18. Z. J. Jurek, On a method of introducing free-infinitely divisible probability measures, Demonstratio Math. 49 (2016), 235-251.
  • 19. Z. J. Jurek, Remarks on compositions of some random integral mappings, Statist. Probab. Lett. 137 (2018), 277-282.
  • 20. Z. J. Jurek, On a relation between classical and free infinitely divisible transforms, Probab. Math. Statist. 40 (2020), 349-367.
  • 21. Z. J. Jurek and J.A. D. Mason, Operator-Limit Distributions in Probability Theory, Wiley, New York, 1993.
  • 22. Z. J. Jurek and W. Vervaat, An integral representation for selfdecomposable Banach space valued random variables, Z. Wahrsch. Verw. Gebiete 62 (1983), 247-262.
  • 23. M. Loeve, Probability Theory, 3rd ed., Van Nostrand, Princeton, 1963.
  • 24. K. Urbanik, Slowly varying sequences of random variables, Bull. Acad. Polon. Sci. Sér. Sci. Math. Astronom. Phys. 20 (1972), 679-682.
  • 25. K. Urbanik, Limit laws for sequences of normed sums satisfying some stability conditions, in: Proc. 3rd Internat. Sympos. on Multivariate Analysis (Dayton, OH, 1972), Academic Press, 1973; see also www.math.uni.wroc.pl/~zjjurek/urb-limitLawsOhio1973.pdf.
  • 26. D. V. Voiculescu, Addition of certain non-commuting random variables, J. Funct. Anal. 66 (1986), 323-346.
Typ dokumentu
Bibliografia
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