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 divisibilityNevanlinna-Pick formulaVoiculescu transformfree infinite divisibility Lévy-Khintchine formula

Mathematics Subject Classification ID

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

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

(3)

• Urbanik type subclasses of free-infinitely divisible transforms
• k-divisible random variables in free probability
• On a relation between classical and free infinitely divisible transforms

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