Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples

For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular, we retrieve the examples given by the author in a previous p...

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Дата:2016
Автор: Demni, N.
Формат: Стаття
Мова:English
Опубліковано: Інститут математики НАН України 2016
Назва видання:Symmetry, Integrability and Geometry: Methods and Applications
Онлайн доступ:http://dspace.nbuv.gov.ua/handle/123456789/147733
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Цитувати:Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples / N. Demni // Symmetry, Integrability and Geometry: Methods and Applications. — 2016. — Т. 12. — Бібліогр.: 28 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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spelling irk-123456789-1477332019-02-16T01:25:13Z Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples Demni, N. For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular, we retrieve the examples given by the author in a previous paper and relating generalized Stieltjes transforms of special beta distributions to powers of (ordinary) Stieltjes ones. We also provide further examples of similar relations which are motivated by the representation theory of symmetric groups. Remarkably, the power of the Stieltjes transform of the symmetric Bernoulli distribution is a generalized Stietljes transform of a probability distribution if and only if the power is greater than one. As to the free Poisson distribution, it corresponds to the product of two independent Beta distributions in [0,1] while another example of Beta distributions in [−1,1] is found and is related with the Shrinkage process. We close the exposition by considering the generalized Stieltjes transform of a linear functional related with Humbert polynomials and generalizing the symmetric Beta distribution. 2016 Article Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples / N. Demni // Symmetry, Integrability and Geometry: Methods and Applications. — 2016. — Т. 12. — Бібліогр.: 28 назв. — англ. 1815-0659 2010 Mathematics Subject Classification: 33C05; 33C20; 33C45; 44A15; 44A20 DOI:10.3842/SIGMA.2016.035 http://dspace.nbuv.gov.ua/handle/123456789/147733 en Symmetry, Integrability and Geometry: Methods and Applications Інститут математики НАН України
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
language English
description For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular, we retrieve the examples given by the author in a previous paper and relating generalized Stieltjes transforms of special beta distributions to powers of (ordinary) Stieltjes ones. We also provide further examples of similar relations which are motivated by the representation theory of symmetric groups. Remarkably, the power of the Stieltjes transform of the symmetric Bernoulli distribution is a generalized Stietljes transform of a probability distribution if and only if the power is greater than one. As to the free Poisson distribution, it corresponds to the product of two independent Beta distributions in [0,1] while another example of Beta distributions in [−1,1] is found and is related with the Shrinkage process. We close the exposition by considering the generalized Stieltjes transform of a linear functional related with Humbert polynomials and generalizing the symmetric Beta distribution.
format Article
author Demni, N.
spellingShingle Demni, N.
Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples
Symmetry, Integrability and Geometry: Methods and Applications
author_facet Demni, N.
author_sort Demni, N.
title Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples
title_short Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples
title_full Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples
title_fullStr Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples
title_full_unstemmed Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples
title_sort generalized stieltjes transforms of compactly-supported probability distributions: further examples
publisher Інститут математики НАН України
publishDate 2016
url http://dspace.nbuv.gov.ua/handle/123456789/147733
citation_txt Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples / N. Demni // Symmetry, Integrability and Geometry: Methods and Applications. — 2016. — Т. 12. — Бібліогр.: 28 назв. — англ.
series Symmetry, Integrability and Geometry: Methods and Applications
work_keys_str_mv AT demnin generalizedstieltjestransformsofcompactlysupportedprobabilitydistributionsfurtherexamples
first_indexed 2023-05-20T17:28:10Z
last_indexed 2023-05-20T17:28:10Z
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