Generalized convolutions II
K. Urbanik (1973)
Studia Mathematica
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K. Urbanik (1973)
Studia Mathematica
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K. Urbanik (1968)
Studia Mathematica
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Stefan Adams, Tony Dorlas (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We study large deviations principles for random processes on the lattice ℤ with finite time horizon [0, ] under a symmetrised measure where all initial and terminal points are uniformly averaged over random permutations. That is, given a permutation of elements and a vector ( , …, ) of initial points we let the random processes terminate in the points ( , …, ) and then sum over all possible permutations and initial points,...
J. Rosiński (1984)
Studia Mathematica
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K. Urbanik (1983)
Studia Mathematica
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Jacob, Pierre, Oliveira, Paulo Eduardo (1995)
Portugaliae Mathematica
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Gennadii Chistyakov, Friedrich Götze (2011)
Open Mathematics
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We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and Schur functions. We consider the set of probability distributions as a semigroup M equipped with the operation of free convolution and prove a Khintchine type theorem for the factorization of elements of this semigroup. An element of M contains either indecomposable (“prime”) factors or it belongs to a class, say I 0, of distributions without...
Heyer, Herbert (1981)
International Journal of Mathematics and Mathematical Sciences
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