Two-faced Families of Non-commutative Random Variables Having Bi-free Infinitely Divisible Distributions
Mingchu Gao

TL;DR
This paper investigates the properties of two-faced families of non-commutative random variables with bi-free infinitely divisible distributions, establishing a limit theorem and characterizations via Levy processes.
Contribution
It introduces a limit theorem for sums of bi-free two-faced pairs and characterizes bi-free infinite divisibility using operator models and Levy processes.
Findings
Proves a limit theorem for bi-free two-faced pairs.
Shows equivalence between infinite divisibility and limit distributions.
Characterizes infinite divisibility via bi-free Levy processes.
Abstract
We study two-faced families of random variables having bi-free infinitely divisible distributions. We prove a limit theorem of the sums of bi-free two-faced pairs of random variables within a triangular array. Then, by using the full Fock space operator model, we show that a two-faced pair of random variables has a bi-free (additive) infinitely divisible distribution if and only if its distribution is the limit distribution in our limit theorem. Finally, we characterize the bi-free (additive) infinite divisibility of the distribution of a two-faced pair of random variables in terms of bi-free Levy processes.
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Taxonomy
TopicsRandom Matrices and Applications · Stochastic processes and statistical mechanics · Probability and Risk Models
