Completely random measures and Lévy bases in free probability

DOI10.1214/21-EJP620zbMath1480.46080arXiv2007.05336OpenAlexW3158820162MaRDI QIDQ2042844

Fabrizio Leisen, Francesca Collet, Steen Thorbjørnsen

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.05336

zbMATH Keywords

free infinite divisibilityfree completely random measurefree Lévy basisLévy-Itô type decomposition

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Free probability and free operator algebras (46L54) Random measures (60G57)

Cites Work

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• On the Process of the Eigenvalues of a Hermitian Lévy process
• Free Random Variables
• A CONNECTION BETWEEN FREE AND CLASSICAL INFINITE DIVISIBILITY
• A free analogue of Hincin’s characterization of infinite divisibility
• Taylor expansions of $R$-transforms, application to supports and moments

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