Noriyoshi Sakuma

Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions

It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions of exponential integrals are not only selfdecomposable but furthermore are generalized gamma convolution. We also study exponential integrals of more general independent increment processes. Several examples are given for illustration.

Unimodality of Boolean and Monotone Stable Distributions

Abstract We give a complete list of the Lebesgue-Jordan decomposition of Boolean and monotone stable distributions and a complete list of the mode of them. They are not always unimodal.

Characterizations of the class of free self decomposable distributions and its subclasses

In this paper, we firstly characterize the class of free self-decomposable distributions as a class of limiting distributions of suitably normalized partial sums of free independent random variables. Secondly, we introduce nested classes between the class of free self-decomposable distributions and that of free stable distributions, characterize them and show that the limit of the nested classes coincides with the closure of the class of free stable distributions. All results here are analogues of the results known in classical probability theory.

Free probability for purely discrete eigenvalues of random matrices

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint limiting distribution in Voiculescus sense and are globally rotationally invariant. We assume that each monomial constituting this polynomial contains at least one variable of type (a), and show that this random matrix model has a set of eigenvalues that almost surely converges to a deterministic set of numbers that is either finite or accumulating to only zero in the large dimension limit. For this purpose we define a framework (cyclic monotone independence) for analyzing discrete spectra and develop the moment method for the eigenvalues of compact (and in particular Schatten class) operators. We give several explicit calculations of discrete eigenvalues of our model.

SPECIAL VALUES OF SOME EXTENSIONS OF ZETA FUNCTION VIA BETA DISTRIBUTIONS

In this paper, we show the Basel problem via the beta distributions, which include the free Poisson distribution and positive arcsine law. This is a generalization of Ref. 2 by Fujita. We also obtain special values of an extension of generalized Hurwitz–Lerch zeta function, which was introduced by Gang, Jain and Kalla.