Levy processes in free probability

被引：13

作者：

Barndorff-Nielsen, OE

Thorbjornsen, S ^{[1
]}

机构：

[1] Univ So Denmark, Dept Math & Comp Sci, DK-5230 Odense M, Denmark

[2] Aarhus Univ, Dept Math Sci, DK-8000 Aarhus, Denmark

来源：

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA | 2002年 / 99卷 / 26期

关键词：

D O I：

10.1073/pnas.232598299

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

This is the continuation of a previous article that studied the relationship between the classes of infinitely divisible probability measures in classical and free probability, respectively, via the Bercovici-Pata bijection. Drawing on the results of the preceding article, the present paper outlines recent developments in the theory of Levy processes in free probability.

引用

页码：16576 / 16580

页数：5

共 18 条

[1]

AHSHELEVICH M, 2002, J FUNCT ANAL, V188, P292

[2]

Barndorff-Nielsen O.E., 1997, Finance and Stochastics, V2, P41, DOI DOI 10.1007/S007800050032

[3] Levy laws in free probability [J].