Multiplicative monotonic convolution
Bercovici, Hari
Illinois J. Math., Tome 49 (2005) no. 2, p. 929-951 / Harvested from Project Euclid
We show that the monotonic independence introduced by Muraki can also be used to define a multiplicative convolution. We also find a method for the calculation of this convolution based on an appropriate form of the Cauchy transform. Finally, we discuss infinite divisibility in the multiplicative monotonic context.
Publié le : 2005-07-15
Classification:  46L53,  46L54
@article{1258138229,
     author = {Bercovici, Hari},
     title = {Multiplicative monotonic convolution},
     journal = {Illinois J. Math.},
     volume = {49},
     number = {2},
     year = {2005},
     pages = { 929-951},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1258138229}
}
Bercovici, Hari. Multiplicative monotonic convolution. Illinois J. Math., Tome 49 (2005) no. 2, pp.  929-951. http://gdmltest.u-ga.fr/item/1258138229/