Covariation representations for Hermitian Lévy process ensembles of free infinitely divisible distributions
Publication:742966
DOI10.1214/ECP.v18-2113zbMath1308.60056arXiv1207.3831OpenAlexW2055559274MaRDI QIDQ742966
Alfonso Rocha-Arteaga, J. Armando Domínguez-Molina, Victor Perez-Abreu
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.3831
matrix subordinatorBercovici-Pata bijectionHermitian Lévy process ensemblesinfinitely divisible random matrixmatrix semimartingale
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random matrices (probabilistic aspects) (60B20) Random measures (60G57)
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