English

A Khintchine Decomposition for Free Probability

Operator Algebras 2011-04-11 v2 Probability

Abstract

Let μ\mu be a probability measure on the real line. In this paper we prove that there exists a decomposition μ=μ0μ1.˙.μn.˙.\mu = \mu_{0} \boxplus \mu_{1} \boxplus \... \boxplus \mu_{n} \boxplus \... such that μ0\mu_{0} is infinitely divisible and μi\mu_{i} is indecomposable for i1i \geq 1. Additionally, we prove that the family of all \boxplus-divisors of a measure μ\mu is compact up to translation. Analogous results are also proven in the case of multiplicative convolution.

Keywords

Cite

@article{arxiv.1009.4955,
  title  = {A Khintchine Decomposition for Free Probability},
  author = {John D. Williams},
  journal= {arXiv preprint arXiv:1009.4955},
  year   = {2011}
}

Comments

Minor revisions, updated references

R2 v1 2026-06-21T16:18:51.404Z