2000 character limit reached
Hermitian Functional Representation of Free Lévy Processes
Published 11 Nov 2015 in math.PR | (1511.03362v4)
Abstract: A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral processes towards the law of a free L\'evy processes. This result recovers a functional version of Wigner's theorem and introduces a functional version of Marchenko-Pastur's theorem providing the free Poisson process as the noncommutative limit process.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.