Kanter random variable and positive free stable distributions
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Kanter random variable and positive free stable distributions |
2. | Creator | Author's name, affiliation, country | Nizar Demni; Rennes 1 University |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Stable laws, free probability, Fox H-function |
3. | Subject | Subject classification | 60E07; 33E12; 60B20 |
4. | Description | Abstract | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | Research supported by CMCU 07G1501 |
7. | Date | (YYYY-MM-DD) | 2011-03-17 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1608 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v16-1608 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 16 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
|