Boolean convolutions and regular variation
Article Type
Research Article
Publication Title
Alea
Abstract
In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the notion of classical and free subexponentiality. We show that the distributions with regularly varying tails belong to the class of Boolean subexponential distributions. As an application we also study the behaviour of the Belinschi-Nica map. Breiman's theorem studies the classical product convolution between regularly varying measures. We derive an analogous result to Breiman's theorem in case of multiplicative Boolean convolution. In proving these results we exploit the relationship of regular variation with different transforms and their Taylor series expansion.
First Page
961
Last Page
991
DOI
10.30757/ALEA.v15-36
Publication Date
1-1-2018
Recommended Citation
Chakraborty, Sukrit and Hazra, Rajat Subhra, "Boolean convolutions and regular variation" (2018). Journal Articles. 1555.
https://digitalcommons.isical.ac.in/journal-articles/1555
Comments
All Open Access, Bronze, Green