SELF-SIMILARITY OF FREE STOCHASTIC PROCESSES

DOI10.1142/S0219025706002482zbMath1108.46046MaRDI QIDQ5493872

Zhaozhi Fan

Publication date: 16 October 2006

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

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) Free probability and free operator algebras (46L54) Stable stochastic processes (60G52)

Related Items (3)

Numerical Solution of Free Stochastic Differential Equations ⋮ Selfsimilar free additive processes and freely selfdecomposable distributions ⋮ CHARACTERIZATIONS OF THE CLASS OF FREE SELF-DECOMPOSABLE DISTRIBUTIONS AND ITS SUBCLASSES

Cites Work

• Unnamed Item
• Addition of certain non-commuting random variables
• Addition of freely independent random variables
• Stable laws and domains of attraction in free probability theory
• \(R\)-transforms of free joint distributions and non-crossing partitions
• Self-similar processes with independent increments
• Weak convergence to fractional brownian motion and to the rosenblatt process

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