Variance function of boolean additive convolution

Raouf Fakhfakh

Statistics & Probability Letters, 2020, vol. 163, issue C

Abstract: Suppose Vν is the pseudo-variance function of the Cauchy-Stieltjes Kernel (CSK) family K+(ν) generated by a non degenerate probability measure ν with support bounded from above. We determine the formula for pseudo-variance function (or variance function Vν in case of existence) under boolean additive convolution power. This formula is used to identify the relation between variance functions under Boolean Bercovici–Pata Bijection between probability measures. We also give the connection between boolean cumulants and variance function and we relate boolean cumulants of some probability measures to Catalan numbers and Fuss Catalan numbers.

Keywords: Variance function; Cauchy kernel; Boolean additive convolution (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2020.108777

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