Limit theorems for free Levy processes

• Arizmendi, Octavio

• Hasebe, Takahiro

Abstract

We consider different limit theorems for additive and multiplicative free Levy processes. The main results are concerned with positive and unitary multiplicative free Levy processes at small times, showing convergence to log free stable laws for many examples. The additive case is much easier, and we establish the convergence at small or large times to free stable laws. During the investigation we found out that a log free stable law with index 1 coincides with the Dykema-Haagerup distribution. We also consider limit theorems for positive multiplicative Boolean Levy processes at small times, obtaining log Boolean stable laws in the limit.

Journal

• Electronic journal of probability

  Electronic journal of probability 23 101-, 2019-04-17

  University of Washington

Keywords

• free Levy processes
• multiplicative convolutions
• Boolean independence
• limit theorems
• small times

Details

• CRID: 1050564289012728704
• NII Article ID: 120006606589
• HANDLE: 2115/73687
• ISSN: 10836489
• Text Lang: en
• Article Type: journal article
• Data Source:
  • IRDB
  • CiNii Articles