Regular variation and free regular infinitely divisible laws

Chakrabarty, Arijit ; Chakraborty, Sukrit ; Hazra, Rajat Subhra (2020) Regular variation and free regular infinitely divisible laws Statistics & Probability Letters, 156 . p. 108607. ISSN 0167-7152

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In this article the relation between the tail behaviours of a free regular infinitely divisible probability measure and its Lévy measure is studied. An important example of such a measure is the compound free Poisson distribution, which often occurs as a limiting spectral distribution of certain sequences of random matrices. We also describe a connection between an analogous classical result of Embrechts et al. (1979) and our result using the Bercovici–Pata bijection.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Regular Variation; Free Convolution; Subexponential; Free Regular Measure; Product Of Random Matrices.
ID Code:121108
Deposited On:09 Jul 2021 09:03
Last Modified:09 Jul 2021 09:03

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