单侧Cauchy-Stieltjes核族
One-sided Cauchy-Stieltjes Kernel Families
摘要:
本文继续研究一个核族,它使用Cauchy-Stieltjes核代替指数族理论中著名的指数核。我们扩展的理论,以涵盖生成措施的支持,是无界的一边。我们说明了需要这样的扩展表明,三次伪方差函数对应于自由无限可分的法律没有第一时刻。我们还确定域的手段,推进柯西-Stieltjes内核家庭的理解,也为companies支持的生成措施。
英文摘要:
This paper continues the study of a kernel family which uses the Cauchy-Stieltjes kernel in place of the celebrated exponential kernel of the exponential families theory. We extend the theory to cover generating measures with support that is unbounded on one side. We illustrate the need for such an extension by showing that cubic pseudo-variance functions correspond to free-infinitely divisible laws without the first moment. We also determine the domain of means, advancing the understanding of Cauchy-Stieltjes kernel families also for compactly supported generating measures.
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