On free and classical type G distributions

被引:11
作者
Arizmendi, Octavio [1 ]
Barndorff-Nielsen, Ole E. [3 ]
Perez-Abreu, Victor [2 ]
机构
[1] Univ Guanajuato, Dept Math, Valenciana 36240, Guanajuato Gto, Mexico
[2] CIMAT, Dept Probabil & Stat, Guanajuato Gto 36000, Mexico
[3] Univ Aarhus, Dept Math Sci, Thiele Ctr, DK-8000 Aarhus, Denmark
关键词
Variance mixtures of Gaussian; free infinite divisibility; free compound Poisson distribution; transformation of Levy measures; free multiplicative convolution; INFINITELY DIVISIBLE DISTRIBUTIONS; S-TRANSFORM;
D O I
10.1214/09-BJPS039
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
There is a one-to-one correspondence between classical one-dimensional infinitely divisible distributions and free infinitely divisible distributions. In this work we study the free infinitely divisible distributions corresponding to the one-dimensional type G distributions. A new characterization of classical type G distributions is given first and the class of type A classical infinitely divisible distributions is introduced. The corresponding free type A distributions are studied and the role of a special symmetric beta distribution is shown as a building block for free type A distributions. It is proved that this symmetric beta distribution is the free multiplicative convolution of an arcsine distribution with the Marchenko-Pastur distribution.
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页码:106 / 127
页数:22
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