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Related papers: Free Convolution Powers via Roots of Polynomials

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The extension $k \mapsto \mu^{\boxplus k}$ of the concept of a free convolution power to the case of non-integer $k \geq 1$ was introduced by Bercovici-Voiculescu and Nica-Speicher, and related to the minor process in random matrix theory.…

Probability · Mathematics 2021-02-10 Dimitri Shlyakhtenko , Terence Tao. With an appendix by David Jekel

We consider the free additive convolution of two probability measures $\mu$ and $\nu$ on the real line and show that $\mu\boxplus\nu$ is supported on a single interval if $\mu$ and $\nu$ each has single interval support. Moreover, the…

Mathematical Physics · Physics 2018-10-30 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

Given two nondegenerate Borel probability measures $\mu$ and $\nu$ on $\mathbb{R}_{+}=[0,\infty)$, we prove that their free multiplicative convolution $\mu\boxtimes\nu$ has zero singular continuous part and its absolutely continuous part…

Probability · Mathematics 2020-06-09 Hong Chang Ji

Let $\mu$ be a probability measure on the real line. In this paper we prove that there exists a decomposition $\mu = \mu_{0} \boxplus \mu_{1} \boxplus \... \boxplus \mu_{n} \boxplus \...$ such that $\mu_{0}$ is infinitely divisible and…

Operator Algebras · Mathematics 2011-04-11 John D. Williams

We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…

Operator Algebras · Mathematics 2025-02-06 Octavio Arizmendi , Katsunori Fujie , Daniel Perales , Yuki Ueda

We consider the free additive convolution semigroup $\lbrace \mu^{\boxplus t}:\,t\ge 1\rbrace$ and determine the local behavior of the density of $\mu^{\boxplus t}$ at the endpoints and at any singular point of its support. We then study…

Probability · Mathematics 2024-10-30 Philippe Moreillon

We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…

Probability · Mathematics 2022-03-29 Philippe Moreillon , Kevin Schnelli

Let $\mu$ be a compactly supported probability measure on the positive half-line and let $\mu^{\boxtimes t}$ be the free multiplicative convolution semigroup. We show that the support of $\mu^{\boxtimes t}$ varies continuously as $t$…

Functional Analysis · Mathematics 2017-09-22 Xiaoxue Deng , Ping Zhong

Let $\mathcal{M}$ be the set of Borel probability measures on $\mathbb{R}$. We denote by $\mu^{\mathrm{ac}}$ the absolutely continuous part of $\mu\in\mathcal{M}$. The purpose of this paper is to investigate the supports and regularity for…

Complex Variables · Mathematics 2012-09-27 Hao-Wei Huang

We study three convolutions of polynomials in the context of free probability theory. We prove that these convolutions can be written as the expected characteristic polynomials of sums and products of unitarily invariant random matrices.…

Combinatorics · Mathematics 2019-07-04 Adam Marcus , Daniel A. Spielman , Nikhil Srivastava

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

Probability · Mathematics 2013-10-04 V. Kargin

Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…

Probability · Mathematics 2013-03-22 Noriyoshi Sakuma , Hiroaki Yoshida

We extend the free convolution of Brown measures of $R$-diagonal elements introduced by K\"{o}sters and Tikhomirov [Probab. Math. Statist. 38 (2018), no. 2, 359--384] to fractional powers. We then show how this fractional free convolution…

Probability · Mathematics 2024-03-18 Andrew Campbell , Sean O'Rourke , David Renfrew

Recently, in a work that grew out of their exploration of interlacing polynomials, Marcus, Spielman and Srivastava and then Marcus studied certain combinatorial polynomial convolutions. These convolutions preserve real-rootedness and…

Rings and Algebras · Mathematics 2018-12-04 Amnon Rosenmann , Franz Lehner , Aljosa Peperko

Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…

Probability · Mathematics 2007-05-23 Øyvind Ryan , Mérouane Debbah

We examine two binary operations on the set of algebraic polynomials, known as multiplicative and additive finite free convolutions, specifically in the context of hypergeometric polynomials. We show that the representation of a…

Classical Analysis and ODEs · Mathematics 2024-05-03 Andrei Martinez-Finkelshtein , Rafael Morales , Daniel Perales

Let k be a positive integer and let D_k denote the space of joint distributions for k-tuples of selfadjoint elements in C*-probability space. The paper studies the concept of "subordination distribution of \mu \boxplus \nu with respect to…

Operator Algebras · Mathematics 2008-10-30 Alexandru Nica

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

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

We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…

Probability · Mathematics 2021-11-22 Wojciech Młotkowski
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