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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Official URL: http://doi.org/10.1016/j.spl.2019.108607
Related URL: http://dx.doi.org/10.1016/j.spl.2019.108607
Abstract
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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