完全随机的测量和自由概率的lsamvy基数

Francesca Collet, F. Leisen, S. Thorbjørnsen
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引用次数: 0

摘要

本文在自由概率的框架下发展了一个完全随机测度的理论。建立了自由完全随机测度的一般存在性结果,并类比Kingman的经典工作,证明了这种随机测度可以分解为一个纯原子部分和一个(自由)无限可分部分的和。后一部分(称为自由Levy基)在自由Levy- khintchine表示的基础上进行了详细的研究,并发展了一个与Rajput和Rosinski的经典工作平行的理论。最后建立了一般自由列维基的Levy- ito型分解。
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Completely random measures and Lévy bases in free probability
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved that such random measures can be decomposed into the sum of a purely atomic part and a (freely) infinitely divisible part. The latter part (termed a free Levy basis) is studied in detail in terms of the free Levy-Khintchine representation and a theory parallel to the classical work of Rajput and Rosinski is developed. Finally a Levy-Ito type decomposition for general free Levy bases is established.
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