English

Approximation of a free Poisson process by systems of freely independent particles

Probability 2016-03-02 v1

Abstract

Let σ\sigma be a non-atomic, infinite Radon measure on Rd\mathbb R^d, for example, dσ(x)=zdxd\sigma(x)=z\,dx where z>0z>0. We consider a system of freely independent particles x1,,xNx_1,\dots,x_N in a bounded set ΛRd\Lambda\subset\mathbb R^d, where each particle xix_i has distribution 1σ(Λ)σ\frac1{\sigma(\Lambda)}\,\sigma on Λ\Lambda and the number of particles, NN, is random and has Poisson distribution with parameter σ(Λ)\sigma(\Lambda). If the particles were classically independent rather than freely independent, this particle system would be the restriction to Λ\Lambda of the Poisson point process on Rd\mathbb R^d with intensity measure σ\sigma. In the case of free independence, this particle system is not the restriction of the free Poisson process on Rd\mathbb R^d with intensity measure σ\sigma. Nevertheless, we prove that this is true in an approximative sense: if bounded sets Λ(n)\Lambda^{(n)} (nNn\in\mathbb N) are such that Λ(1)Λ(2)Λ(3)\Lambda^{(1)}\subset\Lambda^{(2)}\subset\Lambda^{(3)}\subset\dotsm and n=1Λ(n)=Rd\bigcup_{n=1}^\infty \Lambda^{(n)}=\mathbb R^d, then the corresponding particle system in Λ(n)\Lambda^{(n)} converges (as nn\to\infty) to the free Poisson process on Rd\mathbb R^d with intensity measure σ\sigma. We also prove the following N/VN/V-limit: Let N(n)N^{(n)} be a determinstic sequence of natural numbers such that limnN(n)/σ(Λ(n))=1\lim_{n\to\infty}N^{(n)}/\sigma(\Lambda^{(n)})=1. Then the system of N(n)N^{(n)} freely independent particles in Λ(n)\Lambda^{(n)} converges (as nn\to\infty) 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}
}