Completely random measures and Lévy bases in free probability
نویسندگان
چکیده
This paper develops a theory for completely random measures in the framework of free probability. A general existence result is established, and analogy to classical work Kingman it proved that such can be decomposed into sum purely atomic part (freely) infinitely divisible part. The latter (termed Lévy basis) studied detail terms Lévy-Khintchine representation parallel Rajput Rosiński developed. Finally Lévy-Itô type decomposition bases established.
منابع مشابه
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2021
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/21-ejp620