Displaying similar documents to “Monotone convolution semigroups”

Multiplicative monotone convolutions

Uwe Franz (2006)

Banach Center Publications

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Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We provide a new proof of this fact based on the combinatorics of moments. We also give a new characterisation of the probability measures that can be embedded into continuous monotone convolution semigroups of probability measures on the unit circle and...

The monotone cumulants

Takahiro Hasebe, Hayato Saigo (2011)

Annales de l'I.H.P. Probabilités et statistiques

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In the present paper we define the notion of generalized cumulants which gives a universal framework for commutative, free, Boolean and especially, monotone probability theories. The uniqueness of generalized cumulants holds for each independence, and hence, generalized cumulants are equal to the usual cumulants in the commutative, free and Boolean cases. The way we define (generalized) cumulants needs neither partition lattices nor generating functions and then will give a new viewpoint...