Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures

Details Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures

2010-09-08

arxiv.org/abs/1009.1510v2

Mathematics

Probability

13 pages; to appear in Journal of Theoretical Probability

Scientific paper

We consider analytic continuations of Fourier transforms and Stieltjes transforms. This enables us to define what we call complex moments for some class of probability measures which do not have moments in the usual sense. There are two ways to generalize moments accordingly to Fourier and Stieltjes transforms; however these two turn out to coincide. As applications, we give short proofs of the convergence of probability measures to Cauchy distributions with respect to tensor, free, Boolean and monotone convolutions.

Affiliated with

Also associated with

No associations

Rating

Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-32683