The Urbanik generalized convolutions in the non-commutative probability and a forgotten method of constructing generalized convolution

DOI10.1007/S12044-012-0085-4MaRDI QIDQ692541zbMATH OpenOpenAlexFDO

Authors Anna Kula, B. H. Jasiulis-Gołdyn

Publication date 6 December 2012

Published in Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12044-012-0085-4

zbMATH Keywords

generalized convolutionKendall convolutionmoment sequencesq-convolutionweakly stable measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability measures on topological spaces (60B05) Noncommutative probability and statistics (46L53)

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Cites work

• scientific article; zbMATH DE number 3986266 (Why is no real title available?)
• scientific article; zbMATH DE number 1023402 (Why is no real title available?)
• scientific article; zbMATH DE number 1377378 (Why is no real title available?)
• A q-analogue of complete monotonicity
• Addition of certain non-commuting random variables
• Algebraic q-integration and Fourier theory on quantum and braided spaces
• Classes of measures closed under mixing and convolution. Weak stability
• Limit property for regular and Weak Generalized Convolution
• ON A CONVOLUTION FOR q-NORMAL ELEMENTS
• On a generalized gamma convolution related to the \(q\)-calculus
• Quasi-regular generalized convolutions
• Remarks on \(t\)-transformations of measures and convolutions
• The \(q\)-deformed convolutions: examples and applications to moment problem

Cited in

(15)

• How exceptional is the extremal Kendall and Kendall-type convolution
• Classical definitions of the Poisson process do not coincide in the case of generalized convolutions
• Cramér-Lundberg model for some classes of extremal Markov sequences
• New characterization of two-state normal distribution
• Lévy process with substable increments via generalized convolution
• On weak generalized stability of random variables via functional equations
• Lévy processes and stochastic integrals in the sense of generalized convolutions
• Stochastic processes indexed by Urbanik convolution algebras
• scientific article; zbMATH DE number 2148019 (Why is no real title available?)
• Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization
• scientific article; zbMATH DE number 3905537 (Why is no real title available?)
• Nonlinear normalization in Urbanik's convolutions
• Asymptotic properties of extremal Markov processes driven by Kendall convolution
• scientific article; zbMATH DE number 903874 (Why is no real title available?)
• On the uniqueness of the Kendall generalized convolution

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