The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution to a nondegenerate freely infinitely divisible law. Then the distribution of the sum becomes Lebesgue absolutely continuous with a continuous density in finite time, and this density can be approximated by that of the limit law uniformly, as well as in all $L^{p}$-norms for $p>1$, on the real line except possibly in the neighborhood of one point. Applications include the global superconvergence to freely stable laws and that to free compound Poisson laws over the whole real line
Chistyakov G, Götze F. Approximation of Free Convolutions by Free Infinitely Divisible Laws. Theory ...
Consider an exponential dispersion model (EDM) generated by a probability [mu] on [0,[infinity]) whi...
In this article, we consider the mathematical meaning of renormalization. We show that divergent int...
We study the freely infinitely divisible distributions that appear as the laws of free subordinators...
We prove that $X^r$ follows a free regular distribution, i.e. the law of a nonnegative free Lévy pro...
In a previous paper ([B-G1]), we defined the rectangular free convolution λ. Here, we investigate th...
AbstractWe prove that the classical normal distribution is infinitely divisible with respect to the ...
The principles of infinite divisibility are discussed, and illustrated by their occurrence in statis...
There is a one-to-one correspondence between classical one-dimensional infi-nitely divisible distrib...
We continue the investigation started in a previous paper, on weak convergence to infinitely divisib...
Abstract. Compound distributions appear in applications to queueing theory and to risk theory. A loc...
Certain families of probability distribution functions maintain their infinite divisibility under re...
The paper deals with sums of independent and identically distributed random variables defined on som...
Abstract. Let X•,...,X,•,... be a sequence of independent not necessar-ily identically distributed r...
ABSTRACT. For distribution functions {Fn, n> 0}, the relationship between the weak of Fn to F0 an...
Chistyakov G, Götze F. Approximation of Free Convolutions by Free Infinitely Divisible Laws. Theory ...
Consider an exponential dispersion model (EDM) generated by a probability [mu] on [0,[infinity]) whi...
In this article, we consider the mathematical meaning of renormalization. We show that divergent int...
We study the freely infinitely divisible distributions that appear as the laws of free subordinators...
We prove that $X^r$ follows a free regular distribution, i.e. the law of a nonnegative free Lévy pro...
In a previous paper ([B-G1]), we defined the rectangular free convolution λ. Here, we investigate th...
AbstractWe prove that the classical normal distribution is infinitely divisible with respect to the ...
The principles of infinite divisibility are discussed, and illustrated by their occurrence in statis...
There is a one-to-one correspondence between classical one-dimensional infi-nitely divisible distrib...
We continue the investigation started in a previous paper, on weak convergence to infinitely divisib...
Abstract. Compound distributions appear in applications to queueing theory and to risk theory. A loc...
Certain families of probability distribution functions maintain their infinite divisibility under re...
The paper deals with sums of independent and identically distributed random variables defined on som...
Abstract. Let X•,...,X,•,... be a sequence of independent not necessar-ily identically distributed r...
ABSTRACT. For distribution functions {Fn, n> 0}, the relationship between the weak of Fn to F0 an...
Chistyakov G, Götze F. Approximation of Free Convolutions by Free Infinitely Divisible Laws. Theory ...
Consider an exponential dispersion model (EDM) generated by a probability [mu] on [0,[infinity]) whi...
In this article, we consider the mathematical meaning of renormalization. We show that divergent int...