Log-unimodality for free positive multiplicative Brownian motion

preprint2020arXivOpen access

Abstract

We prove that the marginal law σt⊠νσ_{t}\boxtimesν of free positive multiplicative Brownian motion is log-unimodal for all t>0t>0 if νν is a multiplicatively symmetric log-unimodal distribution, and that σt⊠νσ_{t}\boxtimesν is log-unimodal for sufficiently large tt if νν is supported on a suitably chosen finite interval. Counterexamples are given when νν is not assumed to be symmetric or having a bounded support.

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