Multiplicative monotonic convolution

Type: Article

Publication Date: 2005-07-01

Citations: 34

DOI: https://doi.org/10.1215/ijm/1258138229

Abstract

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.

Locations

  • Illinois Journal of Mathematics - View - PDF

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