Large-time unimodality for stable convolutions

Let StS_t be the law at time tt of a classical or free α\alpha-stable process, where α(0,2)\alpha\in(0,2), and let μ\mu be a probability measure. Assume that

Rx2+αdμ(x)<.\int_{\mathbb R}|x|^{2+\alpha}\,d\mu(x)<\infty.

Stable-process unimodality conjecture. The convolution μSt\mu\ast S_t is unimodal for sufficiently large t>0t>0.

This generalizes the preceding conjecture from the specific process with Lévy law LtL_t to classical and free stable processes. The claim is presented as an expected extension and remains open in the supplied text.

Sources & referencesView supporting material

Primary source

Takahiro Hasebe and Yuki Ueda, “Large time unimodality for classical and free Brownian motions with initial distributions”, arXiv:1710.08240 (2018).

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