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Let D be the space of non-commutative distributions of k-tuples of selfadjoints in a C*-probability space (for a fixed k). We introduce a semigroup of transformations B_t of D, such that every distribution in D evolves under the B_t towards…

Operator Algebras · Mathematics 2007-11-26 Serban T. Belinschi , Alexandru Nica

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

The free positive multiplicative Brownian motion $(h_t)_{t\geq0}$ is the large $N$ limit in non-commutative distribution of matrix geometric Brownian motion. It can be constructed by setting $h_t:=g_{t/2}g_{t/2}^*$, where $(g_t)_{t\geq0}$…

Probability · Mathematics 2025-05-12 Martin Auer

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

We consider the framework of an operator-valued noncommutative probability space over a unital C*-algebra B. We show how for a B-valued distribution \mu one can define convolution powers with respect to free additive convolution and with…

Operator Algebras · Mathematics 2013-03-01 Michael Anshelevich , Serban T. Belinschi , Maxime Fevrier , Alexandru Nica

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

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 key result in the paper concerns two transformations, Phi(rho, psi) and B_t(psi) on states on the algebra of non-commutative polynomials, or equivalently on joint distributions of d-tuples of non-commuting operators. These…

Operator Algebras · Mathematics 2010-02-09 Michael Anshelevich

In a 1999 paper, Bercovici and Pata showed that a natural bijection between the classically, free and Boolean infinitely divisible measures held at the level of limit theorems of triangular arrays. This result was extended to include…

Operator Algebras · Mathematics 2015-05-20 Michael Anshelevich , John D. Williams

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 study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…

Quantum Physics · Physics 2014-11-20 P. Aniello , A. Kossakowski , G. Marmo , F. Ventriglia

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

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

On the space of (non-commutative) distributions of k-tuples of selfadjoint elements in a $C^*$-probability space $D_c(k)$, one has an operation $\freeplus$ of free additive convolution, and one can consider the subspace $D_c^{inf-div}$ of…

Operator Algebras · Mathematics 2007-06-26 Serban T. Belinschi , Alexandru Nica

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Probability · Mathematics 2007-05-23 Aubrey Wulfsohn

We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and of Schur functions. We consider the set of probability distributions as a semigroup $\bold M$…

Operator Algebras · Mathematics 2010-10-12 G. Chistyakov , F. Götze

We study the multiplicative convolution for c-monotone independence. This convolution unifies the monotone, Boolean and orthogonal multiplicative convolutions. We characterize convolution semigroups for the c-monotone multiplicative…

Operator Algebras · Mathematics 2013-12-04 Takahiro Hasebe

A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…

Probability · Mathematics 2023-07-04 Yue Liu

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 class of R-diagonal *-distributions is fairly well understood in free probability. In this class, we consider the concept of infinite divisibility with respect to the operation $\boxplus$ of free additive convolution. We exploit the…

Operator Algebras · Mathematics 2022-12-19 Hari Bercovici , Alexandru Nica , Michael Noyes , Kamil Szpojankowski
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