<p>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 <i>S</i>-transform of an arbitrary probability measure. The important multiplicativity of <i>S</i>-transform is proved with the help of subordination functions. We then apply the <i>S</i>-transform to establish convolution identities for stable laws, which had been considered in the literature only for the positive and symmetric cases. Subordination functions are also used in order to extend Belinschi–Nica’s semigroup of homomorphisms, and to establish regularity properties of free multiplicative convolution, in particular, the absence of singular continuous part and analyticity of the density.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Free multiplicative convolution with an arbitrary measure on the real line

  • Octavio Arizmendi,
  • Takahiro Hasebe,
  • Yu Kitagawa

摘要

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 arbitrary probability measure. The important multiplicativity of S-transform is proved with the help of subordination functions. We then apply the S-transform to establish convolution identities for stable laws, which had been considered in the literature only for the positive and symmetric cases. Subordination functions are also used in order to extend Belinschi–Nica’s semigroup of homomorphisms, and to establish regularity properties of free multiplicative convolution, in particular, the absence of singular continuous part and analyticity of the density.