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Teoriya Veroyatnostei i ee Primeneniya, 2007, Volume 52, Issue 1, Pages 84–110
DOI: https://doi.org/10.4213/tvp6 (Mi tvp6) 		 
This article is cited in 30 scientific papers (total in 30 papers)

Matrix subordinators and related Upsilon transformations

O. E. Barndorff-Nielsena, V. Pérez-Abreub

a University of Aarhus
b Center for Mathematical Research
Full-text PDF (2262 kB) Citations (30)
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DOI: https://doi.org/10.4213/tvp6
Abstract: A class of upsilon transformations of Lévy measures for matrix subordinators is introduced. Some regularizing properties of these transformations are derived, such as absolute continuity and complete monotonicity. The class of Lévy measures with completely monotone matrix densities is characterized. Examples of infinitely divisible nonnegative definite random matrices are constructed using an upsilon transformation.
Keywords: infinite divisibility, random matrices, Lévy measures, cone valued random variables, completely monotone matrix functions.
Received: 31.05.2005
English version:
Theory of Probability and its Applications, 2008, Volume 52, Issue 1, Pages 1–23
DOI: https://doi.org/10.1137/S0040585X97982839
Bibliographic databases:
Language: English
Citation: O. E. Barndorff-Nielsen, V. Pérez-Abreu, “Matrix subordinators and related Upsilon transformations”, Teor. Veroyatnost. i Primenen., 52:1 (2007), 84–110; Theory Probab. Appl., 52:1 (2008), 1–23
Citation in format AMSBIB
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    • This publication is cited in the following 30 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:78
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