English

Regularity properties of free multiplicative convolution on the positive line

Probability 2020-06-09 v2

Abstract

Given two nondegenerate Borel probability measures μ\mu and ν\nu on R+=[0,)\mathbb{R}_{+}=[0,\infty), we prove that their free multiplicative convolution μν\mu\boxtimes\nu has zero singular continuous part and its absolutely continuous part has a density bounded by x1x^{-1}. When μ\mu and ν\nu are compactly supported Jacobi measures on (0,)(0,\infty) having power law behavior with exponents in (1,1)(-1,1), we prove that μν\mu\boxtimes\nu is another Jacobi measure whose density has square root decay at the edges of its support.

Keywords

Cite

@article{arxiv.1903.02326,
  title  = {Regularity properties of free multiplicative convolution on the positive line},
  author = {Hong Chang Ji},
  journal= {arXiv preprint arXiv:1903.02326},
  year   = {2020}
}

Comments

29 pages. Reflected referees' comments; reorganized and fixed errors and typos