A Khintchine Decomposition for Free Probability
Operator Algebras
2011-04-11 v2 Probability
Abstract
Let be a probability measure on the real line. In this paper we prove that there exists a decomposition such that is infinitely divisible and is indecomposable for . Additionally, we prove that the family of all -divisors of a measure is compact up to translation. Analogous results are also proven in the case of multiplicative convolution.
Keywords
Cite
@article{arxiv.1009.4955,
title = {A Khintchine Decomposition for Free Probability},
author = {John D. Williams},
journal= {arXiv preprint arXiv:1009.4955},
year = {2011}
}
Comments
Minor revisions, updated references