Markov-Krein transform
An implicit definition of the Markov-Krein transform of a bounded positive measure \(\nu\) on the real line into a probability measure \(\mu\) is given by the relation \(\int_{\mathbb R}(z-t)^{-\kappa}\mu(dt)=\exp(\int_{\mathbb R}\log(z-u) \nu(du))\), where \(\kappa=\nu(\mathbb R)\). The aim of this paper is to give an explicit formula for the Markov-Krein transform, via the boundary values of holomorphis functions. The authors note that ``this formula is essentially a special case of one obtained by \textit{D. M. Cifarelli} and \textit{E. Regazzini} [Ann. Stat. 18, No. 1, 429--442 (1990; Zbl 0706.62012)].
- The Markov-Krein correspondence in several dimensions
- On the Markov-Krein identity and quasi-invariance of the gamma process
- The Markov-Stieltjes transform on Hardy and Lebesgue spaces
- scientific article; zbMATH DE number 5856461
- Cauchy transforms of measures viewed as some functionals of Fourier transforms
- On the Markov-Krein identity and quasi-invariance of the gamma process
- The Markov-Krein correspondence in several dimensions
- Matrix addition and the Dunkl transform at high temperature
- Monotone increment processes, classical Markov processes, and Loewner chains
- Classical beta ensembles and related eigenvalues processes at high temperature and the Markov-Krein transform
- On the theory of generalized Stieltjes transforms
- Krein condition and the Hilbert transform
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