Startseite A property of the free Gaussian distribution
Artikel
Lizenziert
Nicht lizenziert Erfordert eine Authentifizierung

A property of the free Gaussian distribution

  • Raouf Fakhfakh EMAIL logo und Fatimah Alshahrani
Veröffentlicht/Copyright: 3. August 2024
Veröffentlichen auch Sie bei De Gruyter Brill

Abstract

Let 𝒦 + ( σ ) = { ( ϑ , σ ) ( d ζ ) : ϑ ( 0 , ϑ + ( σ ) ) } be the Cauchy–Stieltjes Kernel (CSK) family generated by a probability measure σ which is non degenerate and has support bounded from above. Consider the concept of V a -transformation of measures introduced in [A. D. Krystek and L. J. Wojakowski, Associative convolutions arising from conditionally free convolution, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 8 2005, 3, 515–545] for a . We prove that V a ( ( ϑ , σ ) ) 𝒦 + ( σ ) for all a { 0 } if and only if the measure σ is of the free Gaussian (semicircle) type law up to affinity.

MSC 2020: 60E10; 46L54

Acknowledgements

The authors express their gratitude to Princess Nourah bint Abdulrahman University Researchers Supporting Project number (Project No.PNURSP2024R358), Princess Nourah bint Abdulrahman University, Riyadh, Saudi Arabia.

References

[1] W. Bryc, Free exponential families as kernel families, Demonstr. Math. 42 (2009), no. 3, 657–672. 10.1515/dema-2009-0320Suche in Google Scholar

[2] W. Bryc, R. Fakhfakh and A. Hassairi, On Cauchy–Stieltjes kernel families, J. Multivariate Anal. 124 (2014), 295–312. 10.1016/j.jmva.2013.10.021Suche in Google Scholar

[3] W. Bryc and A. Hassairi, One-sided Cauchy–Stieltjes kernel families, J. Theoret. Probab. 24 (2011), no. 2, 577–594. 10.1007/s10959-010-0303-xSuche in Google Scholar

[4] R. Fakhfakh, The mean of the reciprocal in a Cauchy–Stieltjes family, Statist. Probab. Lett. 129 (2017), 1–11. 10.1016/j.spl.2017.04.021Suche in Google Scholar

[5] R. Fakhfakh, Characterization of quadratic Cauchy–Stieltjes kernel families based on the orthogonality of polynomials, J. Math. Anal. Appl. 459 (2018), no. 1, 577–589. 10.1016/j.jmaa.2017.10.003Suche in Google Scholar

[6] R. Fakhfakh, Variance function of boolean additive convolution, Statist. Probab. Lett. 163 (2020), Article ID 108777. 10.1016/j.spl.2020.108777Suche in Google Scholar

[7] R. Fakhfakh, On some properties of Cauchy–Stieltjes kernel families, Indian J. Pure Appl. Math. 52 (2021), no. 4, 1186–1200. 10.1007/s13226-021-00020-zSuche in Google Scholar

[8] R. Fakhfakh, A characterization of the Marchenko–Pastur probability measure, Statist. Probab. Lett. 191 (2022), Article ID 109660. 10.1016/j.spl.2022.109660Suche in Google Scholar

[9] R. Fakhfakh, A survey on the effects of free and Boolean convolutions on Cauchy–Stieltjes Kernel families, Probab. Surv. 19 (2022), 404–449. 10.1214/22-PS10Suche in Google Scholar

[10] R. Fakhfakh, Some results in Cauchy–Stieltjes kernel families, Filomat 36 (2022), no. 3, 869–880. 10.2298/FIL2203869FSuche in Google Scholar

[11] R. Fakhfakh, Explicit free multiplicative law of large numbers, Comm. Statist. Theory Methods 52 (2023), no. 7, 2031–2042. 10.1080/03610926.2021.1944212Suche in Google Scholar

[12] R. Fakhfakh, On polynomials associated with Cauchy–Stieltjes kernel families, Comm. Statist. Theory Methods 52 (2023), no. 19, 7009–7021. 10.1080/03610926.2022.2037647Suche in Google Scholar

[13] R. Fakhfakh, V a -deformed free convolution and variance function, Georgian Math. J. (2024), 10.1515/gmj-2024-2004. 10.1515/gmj-2024-2004Suche in Google Scholar

[14] R. Fakhfakh and A. Hassairi, Cauchy–Stieltjes kernel families and free multiplicative convolution, Commun. Math. Stat. (2023), 10.1007/s40304-022-00311-9. 10.1007/s40304-022-00311-9Suche in Google Scholar

[15] A. D. Krystek and L. J. Wojakowski, Associative convolutions arising from conditionally free convolution, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 8 (2005), no. 3, 515–545. 10.1142/S0219025705002104Suche in Google Scholar

Received: 2023-08-23
Revised: 2024-02-25
Accepted: 2024-03-04
Published Online: 2024-08-03
Published in Print: 2025-02-01

© 2024 Walter de Gruyter GmbH, Berlin/Boston

Heruntergeladen am 24.9.2025 von https://www.degruyterbrill.com/document/doi/10.1515/gmj-2024-2037/html
Button zum nach oben scrollen