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Unimodality of the Freely Selfdecomposable Probability Laws

Takahiro Hasebe () and Steen Thorbjørnsen ()
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Takahiro Hasebe: Université de Franche-Comté
Steen Thorbjørnsen: University of Aarhus

Journal of Theoretical Probability, 2016, vol. 29, issue 3, 922-940

Abstract: 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).

Keywords: Free probability; Free convolution; Free selfdecomposability; Unimodality; Yamazato’s theorem; 46L54 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10959-015-0595-y

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