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In this paper, we study the supports of measures in multiplicative free semigroups on the positive real line and on the unit circle. We provide formulas for the density of the absolutely continuous parts of measures in these semigroups. The…

Complex Variables · Mathematics 2013-02-20 Hao-Wei Huang , Ping Zhong

We realize the Belinschi-Nica semigroup of homomorphisms as a free multiplicative subordination. This realization allows to define more general semigroups of homomorphisms with respect to free multiplicative convolution. For these…

Probability · Mathematics 2016-03-01 Octavio Arizmendi , Takahiro Hasebe

We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…

Probability · Mathematics 2014-04-25 Ping Zhong

It has been shown by Voiculescu and Biane that the analytic subordination property holds for free additive and multiplicative convolutions. In this paper, we present an operatorial approach to subordination for free multiplicative…

Operator Algebras · Mathematics 2009-10-22 Romuald Lenczewski

We extend to arbitrary measures results of Bao, Erd\"os, Schnelli, Moreillon, and Ji on the connectedness of the supports of additive convolutions of measures on \mathbb{R} and of free multiplicative convolutions of measures on…

Operator Algebras · Mathematics 2024-08-14 Serban Belinschi , Hari Bercovici , Ching-Wei Ho

We consider a pair of probability measures $\mu,\nu$ on the unit circle such that $\Sigma_{\lambda}(\eta_{\nu}(z))=z/\eta_{\mu}(z)$. We prove that the same type of equation holds for any $t\geq 0$ when we replace $\nu$ by…

Functional Analysis · Mathematics 2013-11-26 Ping Zhong

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…

Operator Algebras · Mathematics 2021-04-20 Wiktor Ejsmont , Uwe Franz , Kamil Szpojankowski

We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…

Probability · Mathematics 2012-12-20 Octavio Arizmendi , Takahiro Hasebe , Noriyoshi Sakuma

It is shown that the free multiplicative convolution of two nondegenerate probability measures on the unit circle has no continuous singular part relative to arclength measure. Analogous results have long been known for free additive…

Operator Algebras · Mathematics 2023-05-24 Serban T. Belinschi , Hari Bercovici , Ching-Wei Ho

Based on the~method of subordinating functions we prove bounds for the minimal error of approximations of $n$-fold convolutions of probability measures by free infinitely divisible probability measures.

Probability · Mathematics 2020-10-14 G. P. Chistyakov , F. Götze

We give an explicit description, via analytic subordination, of free multiplicative convolution of operator-valued distributions. In particular, the subordination function is obtained from an iteration process. This algorithm is easily…

Operator Algebras · Mathematics 2012-09-18 Serban T. Belinschi , Roland Speicher , John Treilhard , Carlos Vargas

This note extends Voiculescu's S-transform based analytical machinery for free multiplicative convolution to the case where the mean of the probability measures vanishes. We show that with the right interpretation of the S-transform in the…

Operator Algebras · Mathematics 2007-07-13 N. Raj Rao , Roland Speicher

We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

Probability · Mathematics 2013-09-25 Roland M. Friedrich , John McKay

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…

Probability · Mathematics 2016-08-05 Michael Anshelevich , Octavio Arizmendi

The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…

Probability · Mathematics 2008-06-05 Serban Belinschi , Florent Benaych-Georges , Alice Guionnet

Given a probability measure $\mu$ on the real line, there exists a semigroup $\mu_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $\mu_n$ obtained by iterating its free convolution. It was shown in…

Functional Analysis · Mathematics 2015-03-19 Ping Zhong

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'…

Probability · Mathematics 2013-07-22 Sheehan Olver , Raj Rao Nadakuditi

In his article "On the free convolution with a semicircular distribution," Biane found very useful characterizations of the boundary values of the imaginary part of the Cauchy-Stieltjes transform of the free additive convolution of a…

Operator Algebras · Mathematics 2016-03-04 Serban Teodor Belinschi

In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…

Operator Algebras · Mathematics 2007-05-23 Serban Teodor Belinschi

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
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