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Infinite divisibility of some functionals on stochastic processes
Infinite divisibility some functionals on stochastic processes
2009/9/22
The paper deals with non-negative stochastic processes
X(t, w) (t 2 0) with stationary and independent increments, continuous
on the right sample functions, non-degenerate to 0 and
fulfilling the i...
The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory
The infinite divisibility orthogonal polynomials a constant recursion formula
2009/9/21
We calculate Voicdescu's R-transform of the compactly
supported probability measure on R induced from the orthogonal
polynomials with a constant recursion formula, and investigate its
infinite divi...
Infinite Divisibility of Gaussian Squares with Non-zero Means
Gaussian vector Non-zero Means covariance matrix
2009/3/20
We give necessary and sufficient conditions for a Gaussian vector with non-zero mean, to have infinitely divisible squares for all scalar multiples of the mean, and show how the this vector is related...