Back to Search Start Over

On freely quasi-infinitely divisible distributions.

Authors :
Ikkei Hotta
Wojciech MÅ‚otkowski
Noriyoshi Sakuma
Yuki Ueda
Source :
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2023, Vol. 20 Issue 2, p941-971. 31p.
Publication Year :
2023

Abstract

Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on R, i.e. distributions which admit the free Lévy-Khintchine-type representation with signed Lévy measure. We prove several properties of the FQID class, some of them in contrast to those of the QID class. For example, a FQID distribution may have negative Gaussian component, and the total mass of its signed Lévy measure may be negative. Finally, we extend the Bercovici-Pata bijection, providing a characteristic triplet, with the Lévy measure having nonzero negative part, which is at the same time classical and free characteristic triplet. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
19800436
Volume :
20
Issue :
2
Database :
Academic Search Index
Journal :
ALEA. Latin American Journal of Probability & Mathematical Statistics
Publication Type :
Academic Journal
Accession number :
178872325
Full Text :
https://doi.org/10.30757/ALEA.v20-34