Modified Stieltjes Transform and Generalized Convolutions of Probability Distributions

Lev B. Klebanov and Rasool Roozegar
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Lev B. Klebanov: Department of Probability and Mathematical Statistics, MFF, Charles University, Prague 1, 116 36, Czech Republic
Rasool Roozegar: Department of Statistics, Yazd University, Yazd 89195-741, Iran

JRFM, 2018, vol. 11, issue 1, 1-6

Abstract: The classical Stieltjes transform is modified in such a way as to generalize both Stieltjes and Fourier transforms. This transform allows the introduction of new classes of commutative and non-commutative generalized convolutions. A particular case of such a convolution for degenerate distributions appears to be the Wigner semicircle distribution.

Keywords: Stieltjes transform; characteristic function; generalized convolution; beta distribution (search for similar items in EconPapers)
JEL-codes: C E F2 F3 G (search for similar items in EconPapers)
Date: 2018
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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