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This work analyzes homomorphisms between additive and multiplicative convolutions, the classical (additive) convolution on \(\mathbb{R}\) and the classical (multiplicative) convolutions on the unit circle in \(\mathbb{C}\). These correspond to the addition and to the multiplication, respectively, of independent random variables. The author also considers their matricial versions which are related to measures on the space of Hermitian matrices and on the group of unitary matrices. All the results allow to define and study a new matricial model on the unitary group for free multiplicative Lévy processes. | |||
Property / review text: This work analyzes homomorphisms between additive and multiplicative convolutions, the classical (additive) convolution on \(\mathbb{R}\) and the classical (multiplicative) convolutions on the unit circle in \(\mathbb{C}\). These correspond to the addition and to the multiplication, respectively, of independent random variables. The author also considers their matricial versions which are related to measures on the space of Hermitian matrices and on the group of unitary matrices. All the results allow to define and study a new matricial model on the unitary group for free multiplicative Lévy processes. / rank | |||
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Property / reviewed by: Martin Plešinger / rank | |||
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Property / Mathematics Subject Classification ID: 15B52 / rank | |||
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Property / Mathematics Subject Classification ID: 60B15 / rank | |||
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Property / Mathematics Subject Classification ID: 46L54 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E07 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15B10 / rank | |||
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Property / Mathematics Subject Classification ID: 15B57 / rank | |||
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Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6631776 / rank | |||
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Property / zbMATH Keywords | |||
random matrices | |||
Property / zbMATH Keywords: random matrices / rank | |||
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Property / zbMATH Keywords | |||
free probability | |||
Property / zbMATH Keywords: free probability / rank | |||
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infinitesly divisible distributions | |||
Property / zbMATH Keywords: infinitesly divisible distributions / rank | |||
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Property / zbMATH Keywords | |||
homomorphism | |||
Property / zbMATH Keywords: homomorphism / rank | |||
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Property / zbMATH Keywords | |||
additive convolution | |||
Property / zbMATH Keywords: additive convolution / rank | |||
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Property / zbMATH Keywords | |||
multiplicative convolution | |||
Property / zbMATH Keywords: multiplicative convolution / rank | |||
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Hermitian matrices | |||
Property / zbMATH Keywords: Hermitian matrices / rank | |||
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unitary matrices | |||
Property / zbMATH Keywords: unitary matrices / rank | |||
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Property / zbMATH Keywords | |||
Lévy processes | |||
Property / zbMATH Keywords: Lévy processes / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1402.5286 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 16:07, 12 July 2024
scientific article
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English | Matricial model for the free multiplicative convolution |
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Matricial model for the free multiplicative convolution (English)
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30 September 2016
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This work analyzes homomorphisms between additive and multiplicative convolutions, the classical (additive) convolution on \(\mathbb{R}\) and the classical (multiplicative) convolutions on the unit circle in \(\mathbb{C}\). These correspond to the addition and to the multiplication, respectively, of independent random variables. The author also considers their matricial versions which are related to measures on the space of Hermitian matrices and on the group of unitary matrices. All the results allow to define and study a new matricial model on the unitary group for free multiplicative Lévy processes.
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random matrices
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free probability
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infinitesly divisible distributions
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homomorphism
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additive convolution
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multiplicative convolution
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Hermitian matrices
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unitary matrices
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Lévy processes
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