FREE EXPONENTIAL FAMILIES AS KERNEL FAMILIES

DOI10.1515/DEMA-2009-0320MaRDI QIDQ3181798zbMATH OpenOpenAlexFDO

Authors Włodek Bryc

Publication date 12 October 2009

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/math/0601273

zbMATH Keywords

free convolutionfree exponential families

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Characteristic functions; other transforms (60E10)

Abstract: 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 a procedure analogous to the definition of exponential families by using the Cauchy-Stieltjes kernel instead of the exponential kernel. We use this approach to re-derive several known results and to study further similarities with exponential families and reproductive exponential models.

Recommendations

• One-sided Cauchy-Stieltjes kernel families
• A survey on the effects of free and Boolean convolutions on Cauchy-Stieltjes kernel families
• On some properties of Cauchy-Stieltjes kernel families
• On Cauchy-Stieltjes kernel families
• A method to construct exponential families by representation theory

Cited in

(29)

• Discrete dispersion models and their Tweedie asymptotics
• Characterization of quadratic Cauchy-Stieltjes kernel families based on the orthogonality of polynomials
• The mean of the reciprocal in a Cauchy-Stieltjes family
• q-exponential families
• Semigroups of distributions with linear Jacobi parameters
• Variance function of Boolean additive convolution
• On some properties of Cauchy-Stieltjes kernel families
• A characterization of the Marchenko-Pastur probability measure
• A survey on the effects of free and Boolean convolutions on Cauchy-Stieltjes kernel families
• Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise
• On Cauchy-Stieltjes kernel families
• Boolean multiplicative convolution and Cauchy-Stieltjes kernel families
• Large deviations for spectral measures of some spiked matrices
• Cauchy-Stieltjes families with polynomial variance functions and generalized orthogonality
• Bochner-Pearson-type characterization of the free Meixner class
• One-sided Cauchy-Stieltjes kernel families
• On polynomials associated with Cauchy–Stieltjes kernel families
• Explicit free multiplicative law of large numbers
• Dispersion models for geometric sums
• Dispersion models for extremes
• Cauchy-Stieltjes kernel families: some properties
• \(V_a\)-deformed free convolution and variance function
• Cauchy-Stieltjes kernel families and free multiplicative convolution
• A property of Cauchy-Stieltjes kernel families based on dilation of measures
• On some explicit limiting distributions related to free multiplicative law of large numbers
• A characterization of the Wigner's semicircle law
• A property of the free Gaussian distribution
• A Boolean-dilation based property of the free Poisson law
• Meixner matrix ensembles

This page was built for publication: FREE EXPONENTIAL FAMILIES AS KERNEL FAMILIES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3181798)