English

Superconvergence and regularity of densities in free probability

Functional Analysis 2021-03-17 v3 Probability

Abstract

The superconvergence phenomenon is shown for products of free, identically distributed random variables. We also show that a certain Holder regularity, first demonstrated by Biane for the density of a free additive convolution with a semicircular law, extends to free additive and multiplicative convolutions with arbitrary freely infinitely divisible laws and to free convolution semigroups.

Keywords

Cite

@article{arxiv.2010.01248,
  title  = {Superconvergence and regularity of densities in free probability},
  author = {Hari Bercovici and Jiun-Chau Wang and Ping Zhong},
  journal= {arXiv preprint arXiv:2010.01248},
  year   = {2021}
}

Comments

Another appendix is added