## I. fntFoduction Let {X,,, n 2 1) be a sequence of independent random variables, P, and f, the distribution function and the characteristic fundion of the X,, respectively. Let us put SN = 2 X,, where N is a pasitive integer-valued random variable independent of X,, ?t 2 1. Furthermore, let { P,
On the Construction of Free Random Variables
✍ Scribed by Øyvind Ryan
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 485 KB
- Volume
- 154
- Category
- Article
- ISSN
- 0022-1236
No coin nor oath required. For personal study only.
✦ Synopsis
We investigate some ways to obtain free families of random variables from an initial free family in a tracial noncommutative probability space. The random variables in this initial free family are multiplied on the left and the right by certain operators from an algebra free from the entire family. Aspects of freeness related to this algebra are also considered.
📜 SIMILAR VOLUMES
In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a com