Monotone and boolean convolutions for non-compactly supported probability measures
Monotone and boolean convolutions for non-compactly supported probability measures
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 is always defined, but it …