Functionals of the Free Brownian Bridge

preprint2011arXivOpen access

Abstract

We discuss the distributions of three functionals of the free Brownian bridge: its Ł2Ł^2-norm, the second component of its signature and its Lévy area. All of these are freely infinitely divisible. We introduce two representations of the free Brownian bridge as series of free semicircular random variables are used, analogous to the Fourier representations of the classical Brownian bridge due to \ts{Lévy} and \ts{Kac}.

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