On free stable distributions
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2014
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| _version_ | 1866914716202303488 |
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| author | Hasebe, Takahiro Kuznetsov, Alexey |
| author_facet | Hasebe, Takahiro Kuznetsov, Alexey |
| contents | We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series representations for the characteristic function and for the density of a free stable distribution. All of these formulas bear close resemblance to the corresponding expressions for classical stable distributions. As further applications of our results, we give an alternative proof of the duality law due to Biane and a new factorization of a classical stable random variable into an independent (in the classical sense) product of a free stable random variable and a power of a Gamma(2) random variable. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1404_2981 |
| institution | arXiv |
| publishDate | 2014 |
| record_format | arxiv |
| spellingShingle | On free stable distributions Hasebe, Takahiro Kuznetsov, Alexey Probability 46L54, 60E07 We investigate analytical properties of free stable distributions and discover many connections with their classical counterparts. Our main result is an explicit formula for the Mellin transform, which leads to explicit series representations for the characteristic function and for the density of a free stable distribution. All of these formulas bear close resemblance to the corresponding expressions for classical stable distributions. As further applications of our results, we give an alternative proof of the duality law due to Biane and a new factorization of a classical stable random variable into an independent (in the classical sense) product of a free stable random variable and a power of a Gamma(2) random variable. |
| title | On free stable distributions |
| topic | Probability 46L54, 60E07 |
| url | https://arxiv.org/abs/1404.2981 |