Free generalized gamma convolutions.

Abreu, Victor Perez; Sakuma, Noriyoshi

Displaying similar documents to “Free generalized gamma convolutions.”

A stochastic fixed point equation related to weighted branching with deterministic weights.

Alsmeyer, Gerold, Rösler, Uwe (2006)

Electronic Journal of Probability [electronic only]

Similarity:

Large deviations and stochastic calculus for large random matrices.

Guionnet, Alice (2004)

Probability Surveys [electronic only]

Similarity:

A matrix representation of the Bercovici-Pata bijection.

Cabanal-Duvillard, Thierry (2005)

Electronic Journal of Probability [electronic only]

Similarity:

The joint law of ages and residual lifetimes for two schemes of nested regenerative sets.

Lambert, Amaury (2001)

Electronic Journal of Probability [electronic only]

Similarity:

Large deviations for independent random variables – Application to Erdös-Renyi’s functional law of large numbers

Jamal Najim (2005)

ESAIM: Probability and Statistics

Similarity:

A Large Deviation Principle (LDP) is proved for the family $\frac{1}{n} \sum_{1}^{n} 𝐟 (x_{i}^{n}) \cdot Z_{i}^{n}$ where the deterministic probability measure $\frac{1}{n} \sum_{1}^{n} δ_{x_{i}^{n}}$ converges weakly to a probability measure $R$ and ${(Z_{i}^{n})}_{i \in ℕ}$ are $ℝ^{d}$ -valued independent random variables whose distribution depends on $x_{i}^{n}$ and satisfies the following exponential moments condition: $sup_{i, n} 𝔼 e^{α^{*} | Z_{i}^{n} |} < + \infty forsome 0 < α^{*} < + \infty .$ In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis to address this issue. Among...