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Let $\mu$ and $\nu$ be two non-degenerate finite signed Borel measures defined on a proper convex cone of $\mathbb{R}^n$. We prove that if all convolution powers of $\mu$ and $\nu$ are appropriately equal (and non-zero) on a proper concave…

Functional Analysis · Mathematics 2022-02-17 Aleksander Pawlewicz

Let $\mu$ denote a Borel probability measure and let $\{ \mu_{t} \}_{t\geq 1}$ denote the free additive convolution semigroup of Nica and Speicher. We show that the support of these measures varies continuously in the Hausdorff metric for…

Operator Algebras · Mathematics 2016-08-01 John D. Williams

In this paper, we construct a class of random measures $\mu^{\mathbf{n}}$ by infinite convolutions. Given infinitely many admissible pairs $\{(N_{k}, B_{k})\}_{k=1}^{\infty}$ and a positive integral sequence…

Functional Analysis · Mathematics 2025-04-23 Junjie Miao , Hongyi Liu , Hongbo Zhao

Given a free additive convolution semigroup $\left(\mu_t\right)_{t\geq 0}$ and a probability measure $\nu$ on $\mathbb{R}$, we find the necessary and sufficient conditions for the process $\mu_t \boxplus \nu$ to be Lebesgue absolutely…

Probability · Mathematics 2022-03-02 Hao-Wei Huang , Jiun-Chau Wang

We investigate random Bernoulli convolutions, namely, probability measures given by the infinite convolution \[ \mu_\omega = \mathop{\circledast}_{k=1}^{\infty} \left( \frac{\delta_0 + \delta_{\lambda_1 \lambda_2 \ldots \lambda_{k-1}…

Dynamical Systems · Mathematics 2025-08-06 Simon Baker , Henna Koivusalo , Sascha Troscheit , Xintian Zhang

We study unimodality for free multiplicative convolution with free normal distributions $\{\lambda_t\}_{t>0}$ on the unit circle. We give four results on unimodality for $\mu\boxtimes\lambda_t$: (1) if $\mu$ is a symmetric unimodal…

Probability · Mathematics 2022-09-05 Takahiro Hasebe , Yuki Ueda

We prove that if $p\ge 1$ and $0< r\le p$ then the sequence $\binom{mp+r}{m}\frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $\mu(p,r)$ with compact support contained in…

Probability · Mathematics 2017-06-20 Wojciech Mlotkowski , Karol A. Penson , Karol Zyczkowski

The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

Functional Analysis · Mathematics 2021-04-21 Uwe Franz

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Functional Analysis · Mathematics 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

Given a measure $\nu$ on a regular planar domain $D$, the Gaussian multiplicative chaos measure of $\nu$ studied in this paper is the random measure ${\widetilde \nu}$ obtained as the limit of the exponential of the $\gamma$-parameter…

Probability · Mathematics 2018-12-14 Kenneth Falconer , Xiong Jin

Let $G$ be a compact Lie group of Lie type $B_{n},$ such as $SO(2n+1)$. We characterize the tuples\ $(x_{1},...,x_{L})$ of the elements $x_{j}\in G$ which have the property that the product of their conjugacy classes has non-empty interior.…

Functional Analysis · Mathematics 2021-10-14 Kathryn E. Hare

We derive a formula for the moments and the free cumulants of the multiplication of $k$ free random variables in terms of $k$-equal and $k$-divisible non-crossing partitions. This leads to a new simple proof for the bounds of the right-edge…

Operator Algebras · Mathematics 2012-02-28 Octavio Arizmendi , Carlos Vargas

Belinschi and Nica introduced a composition semigroup on the set of probability measures. Using this semigroup, they introduced a free divisibility indicator, from which one can know whether a probability measure is freely infinitely…

Probability · Mathematics 2013-12-04 Octavio Arizmendi , Takahiro Hasebe

We develop analytic tools for studying the free multiplicative convolution of any measure on the real line and any measure on the nonnegative real line. More precisely, we construct the subordination functions and the $S$-transform of an…

Probability · Mathematics 2026-04-21 Octavio Arizmendi , Takahiro Hasebe , Yu Kitagawa

Let $\mu$ be a Borel probability measure on $\mathrm{SL}_2(\mathbb R)$ with a finite exponential moment, and assume that the subgroup $\Gamma_{\mu}$ generated by the support of $\mu$ is Zariski dense. Let $\nu$ be the unique…

Dynamical Systems · Mathematics 2018-03-29 Jialun Li

We consider probability measures on the real line or unit circle with Jacobi or Verblunsky coefficients satisfying an $\ell^p$ condition and a generalized bounded variation condition. This latter condition requires that a sequence can be…

Spectral Theory · Mathematics 2011-12-19 Milivoje Lukic

Let $\lambda\in (1,\sqrt{2}]$ be an algebraic integer with Mahler measure $2.$ A classical result of Garsia shows that the Bernoulli convolution $\mu_\lambda$ is absolutely continuous with respect to the Lebesgue measure with a density…

Dynamical Systems · Mathematics 2022-02-14 Han Yu

This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…

Numerical Analysis · Mathematics 2023-05-04 Alice Cortinovis , Lexing Ying

Recently, M. Badger and R. Schul proved that for a $1$-rectifiable Radon measure $\mu$, the density weighted Jones' square function $$ J_{1}(x) = \mathop{\sum_{Q \in \mathcal{D}}}_{\ell(Q) \leq 1} \beta_{2,\mu}^{2}(3Q)\frac{\ell(Q)}{\mu(Q)}…

Classical Analysis and ODEs · Mathematics 2018-08-10 Henri Martikainen , Tuomas Orponen

We prove that a homeomorphism of a compact metric space has an expansive measure \cite{ms} if and only if it has many ones with invariant support. We also study homeomorphisms for which the expansive measures are dense in the space of Borel…

Dynamical Systems · Mathematics 2016-01-15 C. A. Morales