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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/627| Free Generalized Gamma Convolutions | |
| VICTOR MANUEL PEREZ ABREU CARRION | |
| Acceso Abierto | |
| Atribución-NoComercial | |
| Matrices de Random | |
| he so-called Bercovici-Pata bijection maps the set of classical infinitely divisible laws to the set of free infinitely divisible laws. The purpose of this work is to study the free infinitely divisible laws corresponding to the classical Generalized Gamma Convolutions (GGC). Characterizations of their free cumulant transforms are derived as well as free integral representations with respect to the free Gamma process. A random matrix model for free GGC is built consisting of matrix random integrals with respect to a classical matrix Gamma process. Nested subclasses of free GGC are shown to converge to the free stable class of distributions. | |
| Centro de Investigación en Matemáticas AC | |
| 30-09-2008 | |
| Reporte | |
| Inglés | |
| Investigadores | |
| PROCESOS ESTOCÁSTICOS | |
| Versión publicada | |
| publishedVersion - Versión publicada | |
| Aparece en las colecciones: | Reportes Técnicos - Probabilidad y Estadística |
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