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Large time unimodality for classical and free Brownian motions with initial distributions

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ALEA Lat. Am. J. Probab. Math. Stat. 15_353-374.pdf376.94 kBPDFView/Open
Please use this identifier to cite or link to this item:http://hdl.handle.net/2115/75969

Title: Large time unimodality for classical and free Brownian motions with initial distributions
Authors: Hasebe, Takahiro Browse this author →KAKEN DB
Ueda, Yuki Browse this author
Issue Date: 2018
Journal Title: ALEA : Latin American Journal of Probability and Mathematical Statistics
Volume: 15
Start Page: 353
End Page: 374
Publisher DOI: 10.30757/ALEA.v15-15
Abstract: We prove that classical and free Brownian motions with initial distri- butions are unimodal for sufficiently large time, under some assumption on the initial distributions. The assumption is almost optimal in some sense. Similar re- sults are shown for a symmetric stable process with index 1 and a positive stable process with index 1/2. We also prove that free Brownian motion with initial sym- metric unimodal distribution is unimodal, and discuss strong unimodality for free convolution.
Type: article
URI: http://hdl.handle.net/2115/75969
Appears in Collections:理学院・理学研究院 (Graduate School of Science / Faculty of Science) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

Submitter: 長谷部 高広

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