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arXiv · 1810.07044

On free regular and Bondesson convolution semigroups

Alexey Kuznetsov
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Abstract

Free regular convolution semigroups describe the distribution of free subortinators, while Bondesson class convolution semigroups correspond to classical subordinators with completely monotone Levy density. We show that these two classes of convolution semigroups are in bijection with the class of complete Bernstein functions and we establish an integral identity linking the two semigroups. We provide several explicit examples that illustrate this result.

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Alexey Kuznetsov. 2018-10-16. On free regular and Bondesson convolution semigroups. https://arxiv.org/abs/1810.07044

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