On a method of introducing free-infinitely divisible probability measures

DOI10.1515/DEMA-2016-0020MaRDI QIDQ292436zbMATH OpenOpenAlexFDO

Authors Zbigniew J. Jurek

Publication date 8 June 2016

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1412.4445

zbMATH Keywords

characteristic (Fourier) functionalclassical infinite divisibilityfree infinite divisibility Lévy-Khintchine formulaNevanlinna-Pick formulaVoiculescu transform

Mathematics Subject Classification ID

General integral transforms (44A05) Convergence of probability measures (60B10) Probability theory on linear topological spaces (60B11) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05)

Abstract: Random integral mappings $I_{(a,b]}^{h,r}$ give isomorphisms between the sub-semigroups of the classical $(ID,ast)$ and the free-infinite divisible $$ probability measures. This allows us to introduce new examples of such measures and their corresponding characteristic functionals.

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Cited in

(4)

• k-divisible random variables in free probability
• scientific article; zbMATH DE number 1067802 (Why is no real title available?)
• On a relation between classical and free infinitely divisible transforms
• Urbanik type subclasses of free-infinitely divisible transforms

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