Log-unimodality for free positive multiplicative Brownian motion
Probability
2022-09-05 v1
Abstract
We prove that the marginal law of free positive multiplicative Brownian motion is log-unimodal for all if is a multiplicatively symmetric log-unimodal distribution, and that is log-unimodal for sufficiently large if is supported on a suitably chosen finite interval. Counterexamples are given when is not assumed to be symmetric or having a bounded support.
Keywords
Cite
@article{arxiv.2009.13848,
title = {Log-unimodality for free positive multiplicative Brownian motion},
author = {Takahiro Hasebe and Yuki Ueda and Jiun-Chau Wang},
journal= {arXiv preprint arXiv:2009.13848},
year = {2022}
}
Comments
14 pages