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

Hasebe, Takahiro; Ueda, Yuki

ALEA : Latin American Journal of Probability and Mathematical Statistics, 2018, 15, 353-374

Permalink : https://hdl.handle.net/2115/75969

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ALEA Lat. Am. J. Probab. Math. Stat. 15_353-374	pdf	376 KB	396

アクセス権	open access
URI	https://hdl.handle.net/2115/75969
タイトル	Large time unimodality for classical and free Brownian motions with initial distributions
著者	e-Rad_Researcher 00633166 著者名 Hasebe, Takahiro
著者	著者名 Ueda, Yuki
言語	英語
発行日	2018
収録物名	ALEA : Latin American Journal of Probability and Mathematical Statistics
巻(号)	15
ページ	353-374
抄録	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.
資源タイプ	学術雑誌論文
出版タイプ	Version of Record
PISSN	1980-0436
関連情報 (isIdenticalTo)	出版社版DOI https://doi.org/10.30757/ALEA.v15-15