On free and classical type \(G\) distributions (Q985982): Difference between revisions
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English | On free and classical type \(G\) distributions |
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On free and classical type \(G\) distributions (English)
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9 August 2010
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Classical type \(G\) distributions are distributions of random variables of the form \(V^{1/2}Z\), where \(V\) and \(Z\) are independent, \(Z\) is standard normally distributed and \(V\) is positive and infinitely divisible. The authors study `free' distributions of type \(G\), where the word free indicates that divisibility properties are not in terms of classical convolutions, but in terms of free convolutions. Several properties of classical distributions are extended to free distributions. The paper is rather hard to read, since the for necessary definitions of `free properties' one needs to consult earlier papers.
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variance mixtures of Gaussians
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free infinite divisibility
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free compound Poisson distributions
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transformation of Lévy measures
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free multiplicative convolutions
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