Self-decomposability and Lévy processes in free probability
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Publication:701662
zbMath1024.60022MaRDI QIDQ701662
Steen Thorbjørnsen, Ole Eiler Barndorff-Nielsen
Publication date: 9 November 2003
Published in: Bernoulli (Search for Journal in Brave)
Related Items (28)
On a method of introducing free-infinitely divisible probability measures ⋮ Unimodality of the freely selfdecomposable probability laws ⋮ Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation ⋮ Semi-stable distributions in free probability theory ⋮ Random integral representations for free-infinitely divisible and tempered stable distributions ⋮ Numerical Solution of Free Stochastic Differential Equations ⋮ Selfsimilar free additive processes and freely selfdecomposable distributions ⋮ On Boolean selfdecomposable distributions ⋮ Unnamed Item ⋮ Limit theorems in free probability theory II ⋮ Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution ⋮ Unnamed Item ⋮ Characterizations of some free random variables by properties of conditional moments of third degree polynomials ⋮ Limit theorems in free probability theory. I ⋮ Limit theorems for free Lévy processes ⋮ On free generalized inverse Gaussian distributions ⋮ Regularizing mappings of Lévy measures ⋮ The Lévy-Itô decomposition in free probability ⋮ On a class of free Lévy laws related to a regression problem ⋮ Free Ornstein--Uhlenbeck processes ⋮ Classical and free infinitely divisible distributions and random matrices ⋮ Classical scale mixtures of Boolean stable laws ⋮ Regular variation and free regular infinitely divisible laws ⋮ Homomorphisms relative to additive convolutions and max-convolutions: Free, boolean and classical cases ⋮ Semigroups of Upsilon transformations ⋮ Free Markov processes and stochastic differential equations in von Neumann algebras ⋮ Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions ⋮ Monotone increment processes, classical Markov processes, and Loewner chains
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