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arxiv: 1804.07119 · v2 · pith:TF6UTHVWnew · submitted 2018-04-19 · 🧮 math.PR

Regular variation and free regular infinitely divisible laws

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keywords freemeasureregulardistributiondivisibleinfinitelyresultanalogous
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In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy 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.

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