关于自由拟无限可分分布

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2021-07-20 DOI:10.30757/alea.v20-34
Ikkei Hotta, W. Mlotkowski, Noriyoshi Sakuma, Yuki Ueda
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引用次数: 1

摘要

在拟无限可分性(QID)概念的启发下,我们引入并研究了$\mathbb{R}$上的一类自由拟无限可分性(FQID)分布,即承认带有符号L\ {e}vy测度的自由L\'{e}vy- khintchine型表示的分布。我们证明了FQID类的几个性质,其中一些性质与QID类的性质相反。例如,FQID分布可能具有负高斯部分,其带符号的L\'{e}vy测度的总质量可能为负。最后,对Bercovici-Pata双射进行了推广,得到了L′{e}vy测度具有非零负部的特征三重态,该特征三重态同时是经典的自由特征三重态。
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On freely quasi-infinitely divisible distributions
Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type representation with signed L\'{e}vy 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 part, and the total mass of its signed L\'{e}vy measure may be negative. Finally, we extend the Bercovici-Pata bijection, providing a characteristic triplet, with the L\'{e}vy measure having nonzero negative part, which is at the same time classical and free characteristic triplet.
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来源期刊
CiteScore
1.10
自引率
0.00%
发文量
48
期刊介绍: ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted. ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper. ALEA is affiliated with the Institute of Mathematical Statistics.
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