Urbanik type subclasses of free-infinitely divisible transforms

DOI10.37190/0208-4147.00010MaRDI QIDQ5043614zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 6 October 2022

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.02105

zbMATH Keywords

characteristic functionhypergeometric functioninfinite divisibilitypolygamma functionselfdecomposabilityfree-infinite divisibilityNevanlinna-Pick functionsLévy-Khinchin formulas-selfdecomposability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Classical hypergeometric functions, ({}_2F_1) (33C05) Stochastic integrals (60H05) Gamma, beta and polygamma functions (33B15)

Abstract: For the class of free-infinitely divisible transforms are introduced three families of increasing Urbanik type subclasses of those transforms. They begin with the class of free-normal transforms and end up with the whole class of free-infinitely divisible transforms. Those subclasses are derived from the ones of classical infinitely divisible measures for which are known their random integral representations. Special functions like Hurwitz-Lerch, polygamma and hypergeometric appeared in kernels of the corresponding integral representations.

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Cited in

(2)

• Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to?
• On a relation between classical and free infinitely divisible transforms

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