Título: Kanter random variable and positive free stable distributions
Autores: Demni, Nizar; Rennes 1 University
Fecha: 2011-01-01
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Stable laws, free probability, Fox H-function
60E07; 33E12; 60B20
Descripción: According to a representation due to M. Kanter, the density of some power of a positive stable distribution is a completely monotone function. In this paper, we first derive its representative Bernstein measure which also describes the law of some function of a uniform random variable, referred to below as the Kanter random variable. Then, the distribution function of the latter variable is written down and gives a more explicit description of the non commutative analogue of positive stable distributions in the setting of Voiculescu's free probability theory. Analytic evidences of the occurrence of the Kanter random variable in both the classical and the free settings conclude the exposition.
Idioma: No aplica

Artículos similares:

Simulations and Conjectures for Disconnection Exponents por Puckette, Emily E.; Occidental College,Werner, Wendelin; Université Paris-Sud and IUF
A Proof of a Conjecture of Bobkov and Houdré por Kwapien, S.; Warsaw University,Pycia, M.; Warsaw University,Schachermayer, W.; University of Vienna
Excursions Into a New Duality Relation for Diffusion Processes por Jansons, Kalvis M.; University College London
Moderate Deviations for Martingales with Bounded Jumps por Dembo, Amir; Stanford University
Percolation Beyond $Z^d$, Many Questions And a Few Answers por Benjamini, Itai; Weizmann Institute of Science,Schramm, Oded; Microsoft Research
Bounds for Disconnection Exponents por Werner, Wendelin; Université Paris-Sud and IUF
Transportation Approach to Some Concentration Inequalities in Product Spaces por Dembo, Amir; Stanford University,Zeitouni, Ofer; Technion - Israel Institute of Technology
The Dimension of the Frontier of Planar Brownian Motion por Lawler, Gregory F.; Duke University
10 
Surface Stretching for Ornstein Uhlenbeck Velocity Fields por Carmona, Rene; Princeton University,Grishin, Stanislav; Princeton University,Xu, Lin; Princeton University,Molchanov, Stanislav; University of North Carolina at Charlotte