English

Fourier and Cauchy-Stieltjes transforms of power laws including stable distributions

Probability 2013-12-04 v2 Mathematical Physics math.MP Operator Algebras

Abstract

We introduce a class of probability measures whose densities near infinity are mixtures of Pareto distributions. This class can be characterized by the Fourier transform which has a power series expansion including real powers, not only integer powers. This class includes stable distributions in probability and also non-commutative probability theories. We also characterize the class in terms of the Cauchy-Stieltjes transform and the Voiculescu transform. If the stability index is greater than one, stable distributions in probability theory do not belong to that class, while they do in non-commutative probability.

Keywords

Cite

@article{arxiv.1107.3874,
  title  = {Fourier and Cauchy-Stieltjes transforms of power laws including stable distributions},
  author = {Takahiro Hasebe},
  journal= {arXiv preprint arXiv:1107.3874},
  year   = {2013}
}

Comments

18 pages, Subsection 2.5 withdrawn, accepted for publication in Internat. J. Math