摘要
Inspired by Speicher's multidimensional free central limit theorem and semicircle families, we prove an in?nite dimensional compound Poisson limit theorem in free probability, and de?ne in?nite dimensional compound free Poisson distributions in a non-commutative probability space. In?nite dimensional free in?nitely divisible distributions are de?ned and characterized in terms of their free cumulants. It is proved that for a sequence of random variables, the following three statements are equivalent:(1) the distribution of the sequence is multidimensional free in?nitely divisible;(2) the sequence is the limit in distribution of a sequence of triangular trays of families of random variables;(3) the sequence has the same distribution as that of {a_1^((i)): i = 1, 2,...}of a multidimensional free L′evy process {{a_1^((i)): i = 1, 2,...} : t≥0}. Under certain technical assumptions, this is the case if and only if the sequence is the limit in distribution of a sequence of sequences of random variables having multidimensional compound free Poisson distributions.
Inspired by Speicher's multidimensional free central limit theorem and semicircle families, we prove an in?nite dimensional compound Poisson limit theorem in free probability, and de?ne in?nite dimensional compound free Poisson distributions in a non-commutative probability space. In?nite dimensional free in?nitely divisible distributions are de?ned and characterized in terms of their free cumulants. It is proved that for a sequence of random variables, the following three statements are equivalent:(1) the distribution of the sequence is multidimensional free in?nitely divisible;(2) the sequence is the limit in distribution of a sequence of triangular trays of families of random variables;(3) the sequence has the same distribution as that of {a_1^((i)): i = 1, 2,...}of a multidimensional free L′evy process {{a_1^((i)): i = 1, 2,...} : t≥0}. Under certain technical assumptions, this is the case if and only if the sequence is the limit in distribution of a sequence of sequences of random variables having multidimensional compound free Poisson distributions.
基金
supported by National Natural Science Foundation of China (Grant Nos. 11101220, 11271199 and 11671214)
Visiting Scholar Project Funded (Grant No. 96172373)
the Fundamental Research Funds for the Central Universities
