Unimodality of the freely selfdecomposable probability laws

Takahiro Hasebe, Steen Thorbjørnsen

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Abstract

We show that any freely selfdecomposable probability law is unimodal. This is the free probabilistic analog of Yamazato’s result in (Ann. Probab. 6:523–531, 1978).

Original languageEnglish
JournalJournal of Theoretical Probability
Volume29
Issue3
Pages (from-to)922-940
Number of pages19
ISSN0894-9840
DOIs
Publication statusPublished - 2016

Keywords

  • Free convolution
  • Free probability
  • Free selfdecomposability
  • Unimodality
  • Yamazato’s theorem

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