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Multiplicative Monotone Convolution

Operator Algebras 2007-05-23 v1 Probability

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. We discuss infinite divisibility in the multiplicative monotonic context as well.

Keywords

Cite

@article{arxiv.math/0406488,
  title  = {Multiplicative Monotone Convolution},
  author = {Hari Bercovici},
  journal= {arXiv preprint arXiv:math/0406488},
  year   = {2007}
}

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18 pages