Free generalized gamma convolutions

DOI10.1214/ECP.V13-1413MaRDI QIDQ1038913zbMATH OpenFDO

Authors Noriyoshi Sakuma, Víctor Pérez-Abreu

Publication date 20 November 2009

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/233665, http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle4185.html

zbMATH Keywords

Bercovici-Pata bijectionfree probabilitygeneralized gamma convolutionsinfinitely divisible distributionmatrix Gamma processmatrix random integralsrandom matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Infinitely divisible distributions; stable distributions (60E07)

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(12)

• On free generalized inverse Gaussian distributions
• Infinitely divisible multivariate and matrix gamma distributions
• On the free Gamma distributions
• scientific article; zbMATH DE number 6682950 (Why is no real title available?)
• Random matrix models of stochastic integral type for free infinitely divisible distributions
• Stochastic integral and covariation representations for rectangular Lévy process ensembles
• Classical and free infinite divisibility for Boolean stable laws
• One-sided Cauchy-Stieltjes kernel families
• The normal distribution is \(\boxplus\)-infinitely divisible
• On Ole E. Barndorff-Nielsen's contributions to classical and free infinite divisibility and Lévy processes
• Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures
• A matrix representation of the Bercovici-Pata bijection

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