Ikkei Hotta, W. Mlotkowski, Noriyoshi Sakuma, Yuki Ueda
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引用次数: 1
Abstract
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.
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.