Regularity properties of free multiplicative convolution on the positive line
Probability
2020-06-09 v2
Abstract
Given two nondegenerate Borel probability measures and on , we prove that their free multiplicative convolution has zero singular continuous part and its absolutely continuous part has a density bounded by . When and are compactly supported Jacobi measures on having power law behavior with exponents in , we prove that 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