English

Regularity results for free L\'{e}vy processes

Probability 2022-03-02 v1 Functional Analysis

Abstract

Given a free additive convolution semigroup (μt)t0\left(\mu_t\right)_{t\geq 0} and a probability measure ν\nu on R\mathbb{R}, we find the necessary and sufficient conditions for the process μtν\mu_t \boxplus \nu to be Lebesgue absolutely continuous with a positive and analytic density throughout R\mathbb{R} at all time t>0t>0. For semigroups without this property, we find the necessary and sufficient conditions for the density of μtν\mu_t \boxplus \nu 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 μtν\mu_t \boxplus \nu has a finite number of connected components in its support if both the L\'{e}vy measure of (μt)t0\left(\mu_t\right)_{t \geq 0} and the initial law ν\nu 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