کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154161 958373 2007 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Random integral representations for free-infinitely divisible and tempered stable distributions
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Random integral representations for free-infinitely divisible and tempered stable distributions
چکیده انگلیسی

There are given sufficient conditions under which mixtures of dilations of Lévy spectral measures, on a Hilbert space, are Lévy measures again. We introduce some random integrals with respect to infinite-dimensional Lévy processes, which in turn give some integral mappings. New classes (convolution semigroups) are introduced. One of them gives an unexpected relation between the free (Voiculescu) and the classical Lévy–Khintchine formulae while the second one coincides with tempered stable measures (Mantegna and Stanley) arisen in statistical physics.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 77, Issue 4, 15 February 2007, Pages 417–425
نویسندگان
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