Multidimensional Compound Poisson Distributions in Free Probability
Abstract
Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson distributions in a non-commutative probability space. Infinite dimensional free infinitely divisible distributions are defined and characterized in terms of its free cumulants. It is proved that for a distribution of a sequence of random variables, the following statements are equivalent. (1) The distribution is multidimensional free infinitely divisible. (2) The distribution is the limit distribution of triangular trays of families of random variables. (3) The distribution is the distribution of of a multidimensional free Levy process . (4) The distribution is the limit distribution of a sequence of multidimensional compound free Poisson distributions.
Cite
@article{arxiv.1603.08612,
title = {Multidimensional Compound Poisson Distributions in Free Probability},
author = {Guimei An and Mingchu Gao},
journal= {arXiv preprint arXiv:1603.08612},
year = {2017}
}
Comments
This is the final version of the paper, which will be appear in Sci. China Math. arXiv admin note: text overlap with arXiv:1506.03130