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Ona relation between classical and free infinitely divisible transforms

Published 9 Jul 2017 in math.PR | (1707.02540v1)

Abstract: We study two ways (levels) of finding free-probability analogues of classical infinitely divisible measures. More precisely, we identify their Voiculescu transforms. For free-selfdecomposable measures we found the formula (a differential equation) for their background driving transforms. We illustrate our methods on the hyperbolic characteristic functions. As a by-product our approach may produce new formulas for some definite integrals.

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