Free completely random measures

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dc.contributor.author Collet, Francesca
dc.contributor.author Leisen, Fabrizio
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2011-09-20T10:06:36Z
dc.date.available 2011-09-20T10:06:36Z
dc.date.issued 2011-07
dc.identifier.uri http://hdl.handle.net/10016/12113
dc.description.abstract Free probability is a noncommutative probability theory introduced by Voiculescu where the concept of independence of classical probability is replaced by the concept of freeness. An important connection between free and classical infinite divisibility was established by Bercovici and Pata (1999) in form of a bijection, mapping the class of classical infinitely divisible laws into the class of free infinitely divisible laws. A particular class of infinitely divisible laws are the completely random measures introduced by Kingman (1967). In this paper, a free analogous of completely random measures is introduced and, a free Poisson process characterization is provided as well as a representation through a free cumulant transform. Furthermore, some examples are displayed.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 11-21
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Bayesian non parametrics
dc.subject.other Bercovici-Pata bijection
dc.subject.other Free completely random measures
dc.subject.other Free infinite divisibility
dc.subject.other Free probability
dc.title Free completely random measures
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.type.version submitedVersion
dc.identifier.uxxi DT/0000000943
dc.identifier.repec ws112821
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