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
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