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On freely quasi-infinitely divisible distributions.
- 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]
- Subjects :
- *GAUSSIAN function
*MATHEMATICS
*BIJECTIONS
*INJECTIVE functions
*TRIPLETS
Subjects
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