Free completely random measures
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.
|Date of creation:||Jul 2011|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://portal.uc3m.es/portal/page/portal/dpto_estadistica
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lancelot F. James & Antonio Lijoi & Igor Prünster, 2006. "Conjugacy as a Distinctive Feature of the Dirichlet Process," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(1), pages 105-120.
- Lancelot F. James & Antonio Lijoi & Igor Prünster, 2009. "Posterior Analysis for Normalized Random Measures with Independent Increments," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(1), pages 76-97.
When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe:ws112821. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.