Work

On T-Transformation of Probability Measures

Year: 2025

Type: article

Abstract: The concept of the (T=(s,t))-transformation of probability measures, introduced for s>0 and t∈R, is examined in this work from the perspective of Cauchy–Stieltjes kernel (CSK) families and their related variance functions (VFs). We calculate the VF formula under the T-transformation of measures. Furthermore, the stability of the free Meixner family (FMF) of probability measures under the (T=(s,t))-transformation is significantly shown based on this formula. Additionally, the Wigner’s semicircle CSK family is given a novel characterization based on the (1,t)-transformation of probability measures.

Source: Mathematics

DOI: 10.3390/math13050818

Authors: Shokrya S. Alshqaq, Ohud A. Alqasem, Raouf Fakhfakh

Institutions: Jazan University, Princess Nourah bint Abdulrahman University, Jouf University

Language: English

Topic: Random Matrices and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $3,137

OpenAlex ID: W4408052684

FWCI: 2.614

Cites: 12

Cited by: 3

Related to: 10