Limit theorems for monotonic convolution and the Chernoff product formula

DOI10.1093/IMRN/RNT018MaRDI QIDQ2935154zbMATH OpenOpenAlexFDO

Authors Michael Anshelevich, John D. Williams

Publication date 22 December 2014

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.4260

zbMATH Keywords

infinitely divisible distributionsadditive monotone convolutionmultiplicative monotone convolution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: Bercovici and Pata showed that the correspondence between classically, freely, and Boolean infinitely divisible distributions holds on the level of limit theorems. We extend this correspondence also to distributions infinitely divisible with respect to the additive monotone convolution. Because of non-commutativity of this convolution, we use a new technique based on the Chernoff product formula. In fact, the correspondence between the Boolean and monotone limit theorems extends from probability measures to positive measures of total weight at most one. Finally, we study this correspondence for multiplicative monotone convolution, where the Bercovici-Pata bijection no longer holds.

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Cited in

(8)

• An operad of non-commutative independences defined by trees
• Monotone increment processes, classical Markov processes, and Loewner chains
• Limit theorems for classical, freely and Boolean max-infinitely divisible distributions
• The normal distribution is \(\boxplus\)-infinitely divisible
• Tree convolution for probability distributions with unbounded support
• Semiflows, composition semigroups, and the approximation of Dirichlet-to-Neumann semigroups
• Operator-valued monotone convolution semigroups and an extension of the Bercovici-Pata bijection.
• Unimodality of Boolean and monotone stable distributions

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