Regularity results for free L\'{e}vy processes
Probability
2022-03-02 v1 Functional Analysis
Abstract
Given a free additive convolution semigroup and a probability measure on , we find the necessary and sufficient conditions for the process to be Lebesgue absolutely continuous with a positive and analytic density throughout at all time . For semigroups without this property, we find the necessary and sufficient conditions for the density of to be analytic at its zeros. These results are quantified by the L\'{e}vy measure of the semigroup, making it fairly easy to construct many concrete examples. Finally, we show that has a finite number of connected components in its support if both the L\'{e}vy measure of and the initial law do.
Keywords
Cite
@article{arxiv.2203.00421,
title = {Regularity results for free L\'{e}vy processes},
author = {Hao-Wei Huang and Jiun-Chau Wang},
journal= {arXiv preprint arXiv:2203.00421},
year = {2022}
}
Comments
Accepted by Advances in Mathematics