Unimodality for free Lévy processes

Abstract

We will prove that: (1) A symmetric free Lévy process is unimodal if and only if its free Lévy measure is unimodal; (2) Every free Lévy process with boundedly supported Lévy measure is unimodal in sufficiently large time. (2) is completely different property from classical Lévy processes. On the other hand, we find a free Lévy process such that its marginal distribution is not unimodal for any time $s>0$ and its free Lévy measure does not have a bounded support. Therefore, we conclude that the boundedness of the support of free Lévy measure in (2) cannot be dropped. For the proof we will (almost) characterize the existence of atoms and the existence of continuous probability densities of marginal distributions of a free Lévy process in terms of Lévy--Khintchine representation.

20 pages. To appear in Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques

References in corpus (3)

• On the Law of Free Subordinators
• Supports, regularity, and $⊞$-infinite divisibility for measures of the form $({\mu }^{⊞p}{)}^{\uplus q}$
• Classical Scale Mixtures of Boolean Stable Laws