Markov chains as Evans-Hudson diffusions in Fock space
In this paper, we study groupoid actions acting on arithmetic functions. In particular, we are interested in the cases where groupoids are generated by directed graphs. By defining an injective map α from the graph groupoid G of a directed graph G to the algebra A of all arithmetic functions, we establish a corresponding subalgebra AG = C*[α(G)]︀ of A. We construct a suitable representation of AG, determined both by G and by an arbitrarily fixed prime p. And then based on this representation, we...
We study how a property of a monotone convolution semigroup changes with respect to the time parameter. Especially we focus on "time-independent properties": in the classical case, there are many properties of convolution semigroups (or Lévy processes) which are determined at an instant, and moreover, such properties are often characterized by the drift term and Lévy measure. In this paper we exhibit such properties of monotone convolution semigroups; an example is the concentration of the support...
We compute the moments and free cumulants of the measure , where denotes the free Poisson law with parameter t > 0. We also compute free cumulants of the symmetrization of . Finally, we introduce the free symmetrization of a probability measure on ℝ and provide some examples.
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We provide a new proof of this fact based on the combinatorics of moments. We also give a new characterisation of the probability measures that can be embedded into continuous monotone convolution semigroups of probability measures on the unit circle and briefly discuss...
Let ⊞, ⊠, and ⊎ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure μ on [0,∞) with finite second moment, we find a scaling limit of as N goes to infinity. The -transform of its limit distribution can be represented by Lambert’s W-function. From this, we deduce that the limiting distribution is freely infinitely divisible, like the lognormal distribution in the classical case. We also show a similar limit theorem by replacing free...
An example of a finite set of projectors in is exhibited for which no 0-1 measure exists.
In this paper, we prove a result linking the square and the rectangular R-transforms, the consequence of which is a surprising relation between the square and rectangular versions the free additive convolutions, involving the Marchenko–Pastur law. Consequences on random matrices, on infinite divisibility and on the arithmetics of the square versions of the free additive and multiplicative convolutions are given.