Multiplicative monotonic convolution

zbMATH Open1099.46041arXivmath/0406488MaRDI QIDQ819218FDOQ819218

Authors: H. Bercovici 

Publication date: 28 March 2006

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Abstract: We show that the monotonic independence introduced by Muraki can also be used to define a multiplicative convolution. We also find a method for the calculation of this convolution based on an appropriate form of the Cauchy transform. We discuss infinite divisibility in the multiplicative monotonic context as well.

Full work available at URL: https://arxiv.org/abs/math/0406488

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Mathematics Subject Classification ID

Classifications of (C^*)-algebras (46L35) Free probability and free operator algebras (46L54) Axioms; other general questions in probability (60A05)

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