Related papers: Regularity properties of free multiplicative convo…

A classical result of Arne Beurling states that the Fourier transform of a nonzero complex Borel measure $\mu$ on the real line cannot vanish on a set of positive Lebesgue measure if $\mu$ has certain decay. We prove a several variable…

We prove that if $p\geq 1$ and $-1\leq r\leq p-1$ then the binomial sequence $\binom{np+r}{n}$, $n=0,1,...$, is positive definite and is the moment sequence of a probability measure $\nu(p,r)$, whose support is contained in…

Consider a sequence of linear contractions $S_{j}(x)=\varrho x+d_{j}$ and probabilities $p_{j}>0$ with $\sum p_{j}=1$. We are interested in the self-similar measure $\mu =\sum p_{j}\mu \circ S_{j}^{-1}$, of finite type. In this paper we…

It is shown that if a probability measure $\nu$ is supported on a closed subset of $(0,\infty)$, that is, its support is bounded away from zero, then the free multiplicative convolution of $\nu$ and the semicircle law is absolutely…

The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…

A metric measure space $(X,d,\mu)$ is said to be $A_{\infty}$ on curves if there exist constants $\tau < 1$ and $\theta > 0$ with the following property. For every $x \in X$, $0 < r \leq \mathrm{diam}(X)$, and a Borel set $S \subset B(x,r)$…

Suppose that $X_{1}$ and $X_{2}$ are two $*$-free (generally unbounded) random variables with Brown measures $\mu_{X_{1}}$ and $\mu_{X_{2}}$, respectively. Using properties of classical free additive convolutions, we develop a method for…

It is known that if a finite Borel measure $\mu$ on $[0,1)$ possesses a frame of exponential functions for $L^{2}(\mu)$, then $\mu$ is of pure type. In this paper, we prove the existence of a class of finite Borel measures $\mu$ on $[0,1)$…

Suppose that $X=\{X_t, t\ge 0; \mathbb{P}_{\mu}\}$ is a supercritical superprocess in a locally compact separable metric space $E$. Let $\phi_0$ be a positive eigenfunction corresponding to the first eigenvalue $\lambda_0$ of the generator…

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

We introduce a notion of asymptotically orthonormal polynomials for a Borel measure $\mu$ with compact nonpolar support in $\mathbb{C}$. Such sequences of polynomials have similar convergence properties of the sequences of Julia sets and…

We prove that if a Borel probability measure (\mu) on (\T) is invariant under the action of a "large" multiplicative semigroup (lower logarithmic density is positive) and the action of the whole semigroup is ergodic then (\mu) is either…

We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…

We show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…

Finite free convolutions, $\boxplus_d$ and $\boxtimes_d$, are binary operations on polynomials of degree $d$ that are central to finite free probability, a developing field at the intersection of free probability and the geometry of…

For a positive finite Borel measure $\mu$ compactly supported in the complex plane, the space $\mathcal{P}^2(\mu)$ is the closure of the analytic polynomials in the Lebesgue space $L^2(\mu)$. According to Thomson's famous result, any space…

Let $\mu$ and $\nu$ be fixed probability measures on a filtered space $(\Omega, {\cal F}, ({\cal F}_t)_{t\in {\bf R}^{+}})$. Denote by $\mu_T $ and $\nu_T $ (respectively, $\mu_{T-} $ and $\nu_{T-} $) the restrictions of the measures $\mu$…

A consequence of de Finetti's representation theorem is that for every infinite sequence of exchangeable 0-1 random variables $(X_k)_{k\geq1}$, there exists a probability measure $\mu$ on the Borel sets of $[0,1]$ such that $\bar X_n =…

We find a necessary and sufficient condition for a Herglotz function $m$ to be the Borel transform of the spectral measure of an exponentially decaying perturbation of a periodic Jacobi matrix. The condition is in terms of meromorphic…

A Borel probability measure \( \mu \) with compact support on \( \mathbb{R}^n \) is called spectral measure if there exists a discrete set \( \Lambda \subset \mathbb{R}^n \) such that \( E_\Lambda := \{e^{2\pi i \langle \lambda, x \rangle}:…