Please use this identifier to cite or link to this item: 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
Appears in Collections:Reportes Técnicos - Probabilidad y Estadística

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