scholarly journals Free Brownian motion and free convolution semigroups: multiplicative case

2014 ◽  
Vol 269 (1) ◽  
pp. 219-256 ◽  
Author(s):  
Ping Zhong
Fractals ◽  
2019 ◽  
Vol 27 (06) ◽  
pp. 1950104
Author(s):  
KAMIL KALETA ◽  
MARIUSZ OLSZEWSKI ◽  
KATARZYNA PIETRUSKA-PAŁUBA

For a large class of planar simple nested fractals, we prove the existence of the reflected diffusion on a complex of an arbitrary size. Such a process is obtained as a folding projection of the free Brownian motion from the unbounded fractal. We give sharp necessary geometric conditions for the fractal under which this projection can be well defined, and illustrate them by numerous examples. We then construct a proper version of the transition probability densities for the reflected process and we prove that it is a continuous, bounded and symmetric function which satisfies the Chapman–Kolmogorov equations. These provide us with further regularity properties of the reflected process such us Markov, Feller and strong Feller property.


2009 ◽  
Vol 20 (03) ◽  
pp. 309-338 ◽  
Author(s):  
SERBAN T. BELINSCHI ◽  
ALEXANDRU NICA

Let [Formula: see text] be the space of non-commutative distributions of k-tuples of self-adjoint elements in a C*-probability space. For every t ≥ 0 we consider the transformation [Formula: see text] defined by [Formula: see text] where ⊞ and ⊎ are the operations of free additive convolution and respectively of Boolean convolution on [Formula: see text]. We prove that 𝔹s ◦ 𝔹t = 𝔹s + t, for all s, t ≥ 0. For t = 1, we prove that [Formula: see text] is precisely the set [Formula: see text] of distributions in [Formula: see text] which are infinitely divisible with respect to ⊞, and that the map [Formula: see text] coincides with the multi-variable Boolean Bercovici–Pata bijection put into evidence in our previous paper [1]. Thus for a fixed [Formula: see text], the process {𝔹t(μ)|t ≥ 0} can be viewed as some kind of "evolution towards ⊞-infinite divisibility". On the other hand, we put into evidence a relation between the transformations ⊞t and free Brownian motion. More precisely, we introduce a map [Formula: see text] which transforms the free Brownian motion started at an arbitrary [Formula: see text] into the process {𝔹t(μ)|t ≥ 0} for μ = Φ(ν).


2001 ◽  
Vol 179 (1) ◽  
pp. 153-169 ◽  
Author(s):  
M. Capitaine ◽  
C. Donati-Martin

1999 ◽  
Vol 77 (5) ◽  
pp. 2638-2642 ◽  
Author(s):  
A. Sonnleitner ◽  
G.J. Schütz ◽  
Th. Schmidt

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