Self-similarity of free stochastic processes

被引:4
|
作者
Fan, Zhaozhi [1 ]
机构
[1] Mem Univ Newfoundland, Dept Math & Stat, St John, NF A1C 5S7, Canada
关键词
self-similar processes; noncommutative random variables; semicircular distributions; Voiculescu transform; boxed plus-stable Levy processes; boxed plus-self-decomposable distributions;
D O I
10.1142/S0219025706002482
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we study self-similarity of free stochastic processes. We establish the non-commutative counterpart of Lamperti's self-similar processes. We develop the characterization of noncommutative self-similar processes through a modification of Voiculescu transform, the free cumulant transform. We study the connection between free self-similarity, strict boxed plus-stability and boxed plus-self-decomposability. In particular, we derive the properties of free self-similar processes and their connection to strict boxed plus-stability and boxed plus-self-decomposability, that turn out to be consistent with their classical analogue.
引用
收藏
页码:451 / 469
页数:19
相关论文
共 50 条
  • [1] Self-similarity and Lamperti convergence for families of stochastic processes
    Bent Jørgensen
    José R. Martínez
    Clarice G.B. Demétrio
    [J]. Lithuanian Mathematical Journal, 2011, 51 : 342 - 361
  • [2] SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES
    Jorgensen, Bent
    Martinez, Jose R.
    Demetrio, Clarice G. B.
    [J]. LITHUANIAN MATHEMATICAL JOURNAL, 2011, 51 (03) : 342 - 361
  • [3] Stochastic self-similarity in teletraffic modeling
    Kriesten, R
    Kaage, U
    Jondral, F
    [J]. INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 1999, 2 (03) : 475 - 486
  • [4] Self-similarity in random collision processes
    ben-Avraham, D
    Ben-Naim, E
    Lindenberg, K
    Rosas, A
    [J]. PHYSICAL REVIEW E, 2003, 68 (05): : 501031 - 501034
  • [5] REGRESSION LAW OF FLUCTUATIONS AND A SELF-SIMILARITY LAW OF FRACTALS IN STOCHASTIC-PROCESSES
    OCHIAI, M
    HOLZ, A
    YAMAZAKI, Y
    OZAO, R
    [J]. NUOVO CIMENTO DELLA SOCIETA ITALIANA DI FISICA B-GENERAL PHYSICS RELATIVITY ASTRONOMY AND MATHEMATICAL PHYSICS AND METHODS, 1989, 104 (06): : 709 - 725
  • [6] Double hypergeometric Levy processes and self-similarity
    Kyprianou, Andreas E.
    Carlos Pardo, Juan
    Vidmar, Matija
    [J]. JOURNAL OF APPLIED PROBABILITY, 2021, 58 (01) : 254 - 273
  • [7] SELF-SIMILARITY OF FLUCTUATIONS IN RANDOM MULTIPLICATIVE PROCESSES
    PIETRONERO, L
    SIEBESMA, AP
    [J]. PHYSICAL REVIEW LETTERS, 1986, 57 (09) : 1098 - 1101
  • [8] Free decay of turbulence and breakdown of self-similarity
    Eyink, GL
    Thomson, DJ
    [J]. PHYSICS OF FLUIDS, 2000, 12 (03) : 477 - 479
  • [9] Nonlinearity and self-similarity of rainfall in time and a stochastic model
    Veneziano, D
    Bras, RL
    Niemann, JD
    [J]. JOURNAL OF GEOPHYSICAL RESEARCH-ATMOSPHERES, 1996, 101 (D21) : 26371 - 26392
  • [10] SELF-SIMILARITY
    LEWELLEN, GB
    [J]. ROCKY MOUNTAIN JOURNAL OF MATHEMATICS, 1993, 23 (03) : 1023 - 1040