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arXiv · 1603.08612

Multidimensional Compound Poisson Distributions in Free Probability

Guimei An·Mingchu Gao
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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 $\{a_1^{(i)}: i=1, 2, \cdots\}$ of a multidimensional free Levy process $\{\{a_t^{(i)}:i=1, 2, \cdots\}: t\ge 0\}$. (4) The distribution is the limit distribution of a sequence of multidimensional compound free Poisson distributions.

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Guimei An, Mingchu Gao. 2016-03-29. Multidimensional Compound Poisson Distributions in Free Probability. https://arxiv.org/abs/1603.08612

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