Free generalized gamma convolutions
From MaRDI portal
Publication:1038913
DOI10.1214/ECP.v13-1413zbMath1188.15030MaRDI QIDQ1038913
Noriyoshi Sakuma, Victor Perez-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
random matrices; infinitely divisible distribution; free probability; generalized gamma convolutions; Bercovici-Pata bijection; matrix Gamma process; matrix random integrals
60E07: Infinitely divisible distributions; stable distributions
46L54: Free probability and free operator algebras
15B52: Random matrices (algebraic aspects)
Related Items
Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles, Classical and free infinite divisibility for Boolean stable laws, Random matrix models of stochastic integral type for free infinitely divisible distributions, One-sided Cauchy-Stieltjes kernel families, The normal distribution is \(\boxplus\)-infinitely divisible, Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures, On free generalized inverse Gaussian distributions, Infinitely divisible multivariate and matrix gamma distributions