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The inverse distribution for a dichotomous random variable

Elisabetta Bona, Dario Sacchetti (1997)

Commentationes Mathematicae Universitatis Carolinae

In this paper we will deal with the determination of the inverse of a dichotomous probability distribution. In particular it will be shown that a dichotomous distribution admit inverse if and only if it corresponds to a random variable assuming values ( 0 , a ) , a + . Moreover we will provide two general results about the behaviour of the inverse distribution relative to the power and to a linear transformation of a measure.

The Lévy-Khintchine formula and Nica-Speicher property for deformations of the free convolution

Łukasz Jan Wojakowski (2007)

Banach Center Publications

We study deformations of the free convolution arising via invertible transformations of probability measures on the real line T:μ ↦ Tμ. We define new associative convolutions of measures by μ T ν = T - 1 ( T μ T ν ) . We discuss infinite divisibility with respect to these convolutions, and we establish a Lévy-Khintchine formula. We conclude the paper by proving that for any such deformation of free probability all probability measures μ have the Nica-Speicher property, that is, one can find their convolution power μ T s for...

The V a -deformation of the classical convolution

Anna Dorota Krystek (2007)

Banach Center Publications

We study deformations of the classical convolution. For every invertible transformation T:μ ↦ Tμ, we are able to define a new associative convolution of measures by μ * T ν = T - 1 ( T μ * T ν ) . We deal with the V a -deformation of the classical convolution. We prove the analogue of the classical Lévy-Khintchine formula. We also show the central limit measure, which turns out to be the standard Gaussian measure. Moreover, we calculate the Poisson measure in the V a -deformed classical convolution and give the orthogonal polynomials...

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