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Hermitian Functional Representation of F...
G., José-Luis Pére...
Hermitian Functional Representation of Free L\'evy Processes by G., José-Luis Pérez ( Author )
Australian National University
29-08-2023
A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral processes towards the law of a free L\'evy processes. This result recovers a functional version of Wigner's theorem and introduces a functional version of Marchenko-Pastur's theorem providing the free Poisson process as the noncommutative limit process.
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Article
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30.00 KB
English
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MYR 0.01
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http://arxiv.org/abs/1511.03362
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