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Unimodality for free Levy processes

Unimodality for free Levy processes

Abstract

We will prove that: (1) A symmetric free Levy process is unimodal if and only if its free Levy measure is unimodal; (2) Every free Levy process with boundedly supported Levy measure is unimodal in sufficiently large time. (2) is completely different property from classical Levy processes. On the other hand, we find a free Levy process such that its marginal distribution is not unimodal for any time s > 0 and its free Levy measure does not have a bounded support. Therefore, we conclude that the boundedness of the support of free Levy measure in (2) cannot be dropped. For the proof we will (almost) characterize the existence of atoms and the existence of continuous probability densities of marginal distributions of a free Levy process in terms of Levy-Khintchine representation.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
bronze