Free Completely Random Measures
Francesca Collet, Fabrizio Leisen
TL;DR
This paper introduces the concept of free completely random measures, providing a representation theorem for those that are free infinitely divisible, thus extending classical measure theory into free probability.
Contribution
The paper presents the first definition and theoretical framework for free completely random measures, including a representation theorem for free infinitely divisible cases.
Findings
Established the concept of free completely random measures
Proved a representation theorem for free infinitely divisible measures
Extended classical measure theory into free probability context
Abstract
In this paper a free analogous of completely random measure is introduced. Furthermore, a representation theorem is proved for free completely random measures that are free infinitely divisible.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Bayesian Methods and Mixture Models · Functional Equations Stability Results