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Semigroups related to additive and multiplicative, free and Boolean convolutions

Tom 215 / 2013

Octavio Arizmendi, Takahiro Hasebe Studia Mathematica 215 (2013), 157-185 MSC: Primary 46L54, 46L53, 30D05. DOI: 10.4064/sm215-2-5

Streszczenie

Belinschi and Nica introduced a composition semigroup of maps on the set of probability measures. Using this semigroup, they introduced a free divisibility indicator, from which one can know quantitatively if a measure is freely infinitely divisible or not.

In the first half of the paper, we further investigate this indicator: we calculate how the indicator changes with respect to free and Boolean powers; we prove that free and Boolean $1/2$-stable laws have free divisibility indicators equal to infinity; we derive an upper bound of the indicator in terms of Jacobi parameters. This upper bound is achieved only by free Meixner distributions. We also prove Bożejko's conjecture that the Boolean powers $\mu ^{\uplus t}$, $t\in [0,1],$ of a probability measure $\mu $ are freely infinitely divisible if the measure $\mu $ is freely infinitely divisible.

In the other half of the paper, we introduce an analogous composition semigroup for multiplicative convolutions and define free divisibility indicators for these convolutions. Moreover, we prove that a probability measure on the unit circle is freely infinitely divisible relative to the free multiplicative convolution if and only if the indicator is not less than one. We also prove how the multiplicative divisibility indicator changes under free and Boolean powers and then we establish the multiplicative analogue of Bożejko's conjecture. We include an appendix, where the Cauchy distributions and point measures are shown to be the only fixed points of the Boolean-to-free Bercovici–Pata bijection.

Autorzy

  • Octavio ArizmendiFR 6.1–Mathematik
    Universität des Saarlandes
    66123 Saarbrücken, Germany
    e-mail
  • Takahiro HasebeGraduate School of Science
    Kyoto University
    Kyoto 606-8502, Japan
    and
    Département de mathématiques de Besançon
    Université de Franche-Comté
    16 route de Gray
    25030 Besançon Cedex, France
    e-mail

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