Multiplicative monotonic convolution

被引:24
作者
Bercovici, H [1 ]
机构
[1] Indiana Univ, Dept Math, Bloomington, IN 47405 USA
关键词
D O I
10.1215/ijm/1258138229
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We show that the monotonic independence introduced by Muraki can also be used to define a multiplicative convolution. We also find a method for the calculation of this convolution based on an appropriate form of the Cauchy transform. Finally, we discuss infinite divisibility in the multiplicative monotonic context.
引用
收藏
页码:929 / 951
页数:23
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