2018/04/19 by Chakrabarty, Arijit, Chakraborty, Sukrit, Hazra, Rajat Subhra
#FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.1804.07119
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its Lévy measure is studied. An important example of such a measure is the compound free Poisson distribution, which often occurs as a limiting spectral distribution of certain sequences of random matrices. We also describe a connection between an analogous classical result of Embrechts et al. [1979] and our result using the Bercovici-Pata bijection.