SELF-SIMILARITY OF FREE STOCHASTIC PROCESSES

DOI10.1142/S0219025706002482MaRDI QIDQ5493872zbMATH OpenFDO

Authors Zhaozhi Fan

Publication date 16 October 2006

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

Full work available at URL https://doi.org/10.1142/S0219025706002482

zbMATH Keywords

self-similar processesVoiculescu transformsemicircular distributionsnoncommutative random variables\(\boxplus\)-self-decomposable distributions\(\boxplus\)-stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Free probability and free operator algebras (46L54)

Recommendations

• Semi-selfsimilar processes
• Self-similarity and Lamperti convergence for families of stochastic processes
• scientific article; zbMATH DE number 1038620
• Self-decomposability and Lévy processes in free probability
• BASIC PROPERTIES AND CHARACTERIZATION OF STOCHASTICALLY SELF-SIMILAR PROCESSES IN R^d

Cites work

• scientific article; zbMATH DE number 527331 (Why is no real title available?)
• Addition of certain non-commuting random variables
• Addition of freely independent random variables
• Self-similar processes with independent increments
• Stable laws and domains of attraction in free probability theory
• Weak convergence to fractional brownian motion and to the rosenblatt process
• \(R\)-transforms of free joint distributions and non-crossing partitions

Cited in

(15)

• Self-similarity and Lamperti convergence for families of stochastic processes
• Real self-similar processes started from the origin
• scientific article; zbMATH DE number 218207 (Why is no real title available?)
• Isotropic self-similar Markov processes
• scientific article; zbMATH DE number 5853125 (Why is no real title available?)
• AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
• Invariance properties of the negative binomial Levy process and stochastic self-similarity
• Selfsimilarity of diffusions’ first passage times
• Governing stochastic equation for a self-similar random process
• Self-similarity, Stochasticity and Fractionality
• Numerical Solution of Free Stochastic Differential Equations
• scientific article; zbMATH DE number 5235879 (Why is no real title available?)
• CHARACTERIZATIONS OF THE CLASS OF FREE SELF-DECOMPOSABLE DISTRIBUTIONS AND ITS SUBCLASSES
• Selfsimilar free additive processes and freely selfdecomposable distributions
• On the Effect of Measuring a Self-Similar Process

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