The Urbanik generalized convolutions in the non-commutative probability and a forgotten method of constructing generalized convolution

DOI10.1007/S12044-012-0085-4zbMath1266.60005OpenAlexW2067193074MaRDI QIDQ692541

Anna Kula, Barbara H. Jasiulis-Gołdyn

Publication date: 6 December 2012

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12044-012-0085-4

zbMATH Keywords

generalized convolutionmoment sequencesKendall convolutionq-convolutionweakly stable measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability measures on topological spaces (60B05) Noncommutative probability and statistics (46L53)

Related Items (10)

New characterization of two-state normal distribution ⋮ Lévy processes and stochastic integrals in the sense of generalized convolutions ⋮ Cramér-Lundberg model for some classes of extremal Markov sequences ⋮ Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ How exceptional is the extremal Kendall and Kendall-type convolution ⋮ On weak generalized stability of random variables via functional equations ⋮ Classical definitions of the Poisson process do not coincide in the case of generalized convolutions ⋮ On the uniqueness of the Kendall generalized convolution ⋮ Lévy process with substable increments via generalized convolution ⋮ Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization

Cites Work

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• Limit property for regular and Weak Generalized Convolution
• Addition of certain non-commuting random variables
• The q-deformed convolutions: examples and applications to moment problem
• On a Generalized Gamma Convolution Related to the q-Calculus
• ON A CONVOLUTION FOR q-NORMAL ELEMENTS
• Quasi-regular generalized convolutions
• Classes of measures closed under mixing and convolution. Weak stability
• Algebraic q-integration and Fourier theory on quantum and braided spaces
• A q-analogue of complete monotonicity
• Remarks on \(t\)-transformations of measures and convolutions

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