English

Supports, regularity, and $\boxplus$-infinite divisibility for measures of the form $(\mu^{\boxplus p})^{\uplus q}$

Complex Variables 2012-09-27 v1

Abstract

Let M\mathcal{M} be the set of Borel probability measures on R\mathbb{R}. We denote by μac\mu^{\mathrm{ac}} the absolutely continuous part of μM\mu\in\mathcal{M}. The purpose of this paper is to investigate the supports and regularity for measures of the form (μp)q(\mu^{\boxplus p})^{\uplus q}, μM\mu\in\mathcal{M}, where \boxplus and \uplus are the operations of free additive and Boolean convolution on M\mathcal{M}, respectively, and p1p\geq1, q>0q>0. We show that for any qq the supports of ((μp)q)ac((\mu^{\boxplus p})^{\uplus q})^{\mathrm{ac}} and (μp)ac(\mu^{\boxplus p})^{\mathrm{ac}} contain the same number of components and this number is a decreasing function of pp. Explicit formulas for the densities of ((μp)q)ac((\mu^{\boxplus p})^{\uplus q})^{\mathrm{ac}} and criteria for determining the atoms of (μp)q(\mu^{\boxplus p})^{\uplus q} are given. Based on the subordination functions of free convolution powers, we give another point of view to analyze the set of \boxplus-infinitely divisible measures and provide explicit expressions for their Voiculescu transforms in terms of free and Boolean convolutions.

Keywords

Cite

@article{arxiv.1209.5787,
  title  = {Supports, regularity, and $\boxplus$-infinite divisibility for measures of the form $(\mu^{\boxplus p})^{\uplus q}$},
  author = {Hao-Wei Huang},
  journal= {arXiv preprint arXiv:1209.5787},
  year   = {2012}
}