Free generalized gamma convolutions
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Publication:1038913
DOI10.1214/ECP.v13-1413zbMath1188.15030MaRDI QIDQ1038913
Noriyoshi Sakuma, Victor Perez-Abreu
Publication date: 20 November 2009
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/233665
random matricesinfinitely divisible distributionfree probabilitygeneralized gamma convolutionsBercovici-Pata bijectionmatrix Gamma processmatrix random integrals
Infinitely divisible distributions; stable distributions (60E07) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)
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Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles ⋮ The normal distribution is \(\boxplus\)-infinitely divisible ⋮ Random matrix models of stochastic integral type for free infinitely divisible distributions ⋮ Classical and free infinite divisibility for Boolean stable laws ⋮ Infinitely divisible multivariate and matrix gamma distributions ⋮ On free generalized inverse Gaussian distributions ⋮ One-sided Cauchy-Stieltjes kernel families ⋮ Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures
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