Monotone and boolean convolutions for non-compactly supported probability measures

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Monotone and Boolean Convolutions for Non-compactly Supported Probability Measures

Abstract. The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the multiplicative boolean convolution of probability measures on the positive half-line is proposed. Unlike Bercovici’s multiplicative boolean convolution it ...

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ژورنال

عنوان ژورنال: Indiana University Mathematics Journal

سال: 2009

ISSN: 0022-2518

DOI: 10.1512/iumj.2009.58.3578