On a relation between classical and free infinitely divisible transforms

MaRDI QIDQ4999841zbMATH OpenFDO

Authors Zbigniew J. Jurek

Publication date 2 July 2021

zbMATH Keywords

characteristic functionconvolution semigroupsdigamma functionEuler functionfree-infinite divisibilityinfinite divisibilityLévy (spectral) measureLévy-Khinchin formulaRiemann zeta functionsVoiculescu transform

Mathematics Subject Classification ID

Gamma, beta and polygamma functions (33B15) Laplace transform (44A10) Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05)

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Cites work

• An integral representation for selfdecomposable banach space valued random variables
• Cauchy transforms of measures viewed as some functionals of Fourier transforms
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• Infinitely Divisible Laws Associated with Hyperbolic Functions
• On a method of introducing free-infinitely divisible probability measures
• Random integral representations for free-infinitely divisible and tempered stable distributions
• Remarks on restricted Nevanlinna transforms
• Self-decomposability and Lévy processes in free probability
• Selfdecomposable Laws Associated with Hyperbolic Functins
• Stable laws and domains of attraction in free probability theory
• The normal distribution is freely self-decomposable

Cited in

(4)

• On a method of introducing free-infinitely divisible probability measures
• A CONNECTION BETWEEN FREE AND CLASSICAL INFINITE DIVISIBILITY
• Urbanik type subclasses of free-infinitely divisible transforms
• Ona relation between classical and free infinitely divisible transforms

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