Free Meixner Distributions

• Autorzy: Wiktor Ejsmont
• Języki publikacji: EN

Abstrakty

EN

In this paper the most important distributions in free probability (and maybe in the universe) will be presented. It is worth emphasizing that these distributions are not known among economists.(original abstract)

Słowa kluczowe

EN

Mathematics; Mathematical economics

PL

Matematyka; Ekonomia matematyczna

• Czasopismo: Didactics of Mathematics
• Rocznik: 2016
• Numer: nr 13 (17)
• Strony: 13--16

Twórcy

autor

Wiktor Ejsmont

• Wrocław University of Economics

Bibliografia

• Anshelevich M. (2003). Free martingale polynomials. J. Funct. Anal. 201(1). Pp. 228-261.
• Bożejko M., Bryc W. (2006). On a class of free Lévy laws related to a regression problem. J. Funct. Anal. 236(1). Pp. 59-77.
• Bożejko M., Wysoczański J. (2001). Remarks on t-transformations of measures and convolutions. Ann. Inst. H. Poincaré Probab. Statist. 37(6). Pp. 737-776.
• Kesten H. (1959). Symmetric random walks on groups. Trans. Amer. Math. Soc. 92. Pp. 336-354.
• Laha R.G., Lukacs E. (1960). On a problem connected with quadratic regression. Biometrika 47. Pp. 335-343.
• Meixner J. (1934). Orthogonale Polynomsysteme mit einer besonderen Gestalt der erzeugenden Funktion. J. London Math. Soc. 9. Pp. 6-13.
• Saitoh N., Yoshida H. (2001). The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory. Probab. Math. Statist. 21(1). Pp. 159-170.

Identyfikatory

DOI

10.15611/dm.2016.13.02