Approximation of a free Poisson process by systems of freely independent particles
Abstract
Let be a non-atomic, infinite Radon measure on , for example, where . We consider a system of freely independent particles in a bounded set , where each particle has distribution on and the number of particles, , is random and has Poisson distribution with parameter . If the particles were classically independent rather than freely independent, this particle system would be the restriction to of the Poisson point process on with intensity measure . In the case of free independence, this particle system is not the restriction of the free Poisson process on with intensity measure . Nevertheless, we prove that this is true in an approximative sense: if bounded sets () are such that and , then the corresponding particle system in converges (as ) to the free Poisson process on with intensity measure . We also prove the following -limit: Let be a determinstic sequence of natural numbers such that . Then the system of freely independent particles in converges (as ) to the free Poisson process. We finally extend these results to the case of a free L\'evy white noise (in particular, a free L\'evy process) without free Gaussian part.
Keywords
Cite
@article{arxiv.1603.00208,
title = {Approximation of a free Poisson process by systems of freely independent particles},
author = {Marek Bożejko and José Luís da Silva and Tobias Kuna and Eugene Lytvynov},
journal= {arXiv preprint arXiv:1603.00208},
year = {2016}
}