Large-time unimodality for stable convolutions

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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

∫R∣x∣2+α dμ(x)<∞.\int_{\mathbb R}|x|^{2+\alpha}\,d\mu(x)<\infty.

Stable-process unimodality conjecture. The convolution μ∗St\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.

References

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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