Approximation of a free Poisson process by systems of freely independent particles

DOI10.1142/S0219025718500200MaRDI QIDQ4554060zbMATH OpenOpenAlexFDO

Authors Marek Bożejko, José L. Silva, Tobias Kuna, Eugene Lytvynov

Publication date 7 November 2018

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.00208

\((N / V)\)-limits completely random measure free Lévy process free Poisson process freely independent particle systems

Free probability and free operator algebras (46L54) Generalized stochastic processes (60G20) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)

Abstract: Let

s i g m a

be a non-atomic, infinite Radon measure on

m a t h b b R^{d}

, for example,

d s i g m a (x) = z, d x

where

z > 0

. We consider a system of freely independent particles

x_{1}, d o t s, x_{N}

in a bounded set

L a m b d a s u b s e t m a t h b b R^{d}

, where each particle

x_{i}

has distribution

f r a c 1 s i g m a (L a m b d a), s i g m a

on

L a m b d a

and the number of particles,

N

, is random and has Poisson distribution with parameter

s i g m a (L a m b d a)

. If the particles were classically independent rather than freely independent, this particle system would be the restriction to

L a m b d a

of the Poisson point process on

m a t h b b R^{d}

with intensity measure

s i g m a

. In the case of free independence, this particle system is not the restriction of the free Poisson process on

m a t h b b R^{d}

with intensity measure

s i g m a

. Nevertheless, we prove that this is true in an approximative sense: if bounded sets

L a m b d a^{(n)}

(

n i n m a t h b b N

) are such that

L a m b d a^{(1)} s u b s e t L a m b d a^{(2)} s u b s e t L a m b d a^{(3)} s u b s e t d o t s m

and

, then the corresponding particle system in

L a m b d a^{(n)}

converges (as

n o i n f t y

) to the free Poisson process on

m a t h b b R^{d}

with intensity measure

s i g m a

. We also prove the following

N / V

-limit: Let

N^{(n)}

be a determinstic sequence of natural numbers such that

l i m_{n o i n f t y} N^{(n)} / s i g m a (L a m b d a^{(n)}) = 1

. Then the system of

N^{(n)}

freely independent particles in

L a m b d a^{(n)}

converges (as

n o i n f t y

) to the free Poisson process. We finally extend these results to the case of a free L'evy white noise (in particular, a free L'evy process) without free Gaussian part.

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