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Log-unimodality for free positive multiplicative Brownian motion

Probability 2022-09-05 v1

Abstract

We prove that the marginal law σtν\sigma_{t}\boxtimes\nu of free positive multiplicative Brownian motion is log-unimodal for all t>0t>0 if ν\nu is a multiplicatively symmetric log-unimodal distribution, and that σtν\sigma_{t}\boxtimes\nu is log-unimodal for sufficiently large tt if ν\nu is supported on a suitably chosen finite interval. Counterexamples are given when ν\nu is not assumed to be symmetric or having a bounded support.

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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}
}

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14 pages