Urbanik type subclasses of free-infinitely divisible transforms
Abstract:
For the class of free-infinitely divisible transforms we introduce three families of increasing
Urbanik type subclasses. They begin with the class of free-normal transforms and end up
with the whole class of free-infinitely divisible transforms.
Those subclasses are derived from the ones of classical infinitely divisible measures
for which random integral representations are known. Special functions like Hurwitz--Lerch,
polygamma and hypergeometric functions appear in kernels of the corresponding integral representations.
2010 AMS Mathematics Subject Classification: Primary 60E07, 60E10, 60H05
; Secondary 33B15, 33C05.
Keywords and phrases: characteristic function, infinite divisibility, selfdecomposability,
s-selfdecomposability, Lévy--Khinchin formula, free-infinite divisibility,
Nevanlinna--Pick functions, polygamma function, hypergeometric function.