Multiplicative monotone convolutions
Volume 73 / 2006
Banach Center Publications 73 (2006), 153-166
MSC: Primary 46L50; Secondary 60E10.
DOI: 10.4064/bc73-0-10
Abstract
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We provide a new proof of this fact based on the combinatorics of moments. We also give a new characterisation of the probability measures that can be embedded into continuous monotone convolution semigroups of probability measures on the unit circle and briefly discuss a relation to Galton-Watson processes.