Related papers: Completely Random Measures and L\'evy Bases in Fre…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
By the Lindeberg-L\'evy central limit theorem, standardized partial sums of a sequence of mutually independent and identically distributed random variables converge in law to the standard normal distribution. It is known that mutual…
We study the decompositions into irreducible components of tensor products and restrictions of irreducible representations of classical Lie groups as the rank of the group goes to infinity. We prove the Law of Large Numbers for the random…
We consider Malliavin calculus based on the It\^o chaos decomposition of square integrable random variables on the L\'evy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and…
A new formulation of quantum mechanics is developed which does not require the concept of the wave-particle duality. Rather than assigning probabilities to outcomes, probabilities are instead assigned to entire fine-grained histories. The…
We present an exact sampling method for the first passage event of a Levy process. The idea is to embed the process into another one whose first passage event can be sampled exactly, and then recover the part belonging to the former from…
Without higher moment assumptions, this note establishes the decay of the Kolmogorov distance in a central limit theorem for L\'evy processes. This theorem can be viewed as a continuous-time extension of the classical random walk result by…
We study the question, ``For which reals $x$ does there exist a measure $\mu$ such that $x$ is random relative to $\mu$?'' We show that for every nonrecursive $x$, there is a measure which makes $x$ random without concentrating on $x$. We…
There are two natural notions of L\'evy processes in free probability: the first one has free increments with homogeneous distributions and the other has homogeneous transition probabilities. In the two cases one can associate a Nevanlinna…
We develop a theory of multidimensional randomization in Lebesgue spaces $L^p$ with the aid of Kahane-Khintchine-Marcus-Pisier inequalities. More precisely, we obtain a result in the spirit of Maurey-Pisier's theorem which involves random…
The additivity of classical probabilities is only the first in a hierarchy of possible sum-rules, each of which implies its successor. The first and most restrictive sum-rule of the hierarchy yields measure-theory in the Kolmogorov sense,…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
Let $X_1,...,X_N$ denote $N$ independent $d$-dimensional L\'evy processes, and consider the $N$-parameter random field \[\X(\bm{t}):= X_1(t_1)+...+X_N(t_N).\] First we demonstrate that for all nonrandom Borel sets $F\subseteq\R^d$, the…
Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…
This announcement describes a probabilistic approach to cascades which, in addition to providing an entirely probabilistic proof of the Kahane-Peyri\`ere theorem for independent cascades, readily applies to general dependent cascades.…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
Random Bridges have gained significant attention in recent years due to their potential applications in various areas, particularly in information-based asset pricing models. This paper aims to explore the potential influence of the pinning…
In this paper we study the properties of the Poisson random measure and the Poisson integral associated with a G-Levy process. We prove that a Poisson integral is a G-Levy process and give the conditions which ensure that a Poisson integral…
We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…
In this paper, we investigate the almost surely pointwise convergence problem of free KdV equation, free wave equation, free elliptic and non-elliptic Schr\"odinger equation respectively. We firstly establish some estimates related to the…