Semigroups related to additive and multiplicative, free and Boolean convolutions

Octavio Arizmendi¹ ; Takahiro Hasebe²

¹ FR 6.1–Mathematik Universität des Saarlandes 66123 Saarbrücken, Germany
² Graduate 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

Studia Mathematica, Tome 215 (2013) no. 2, pp. 157-185

Résumé

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.

Détail

DOI : 10.4064/sm215-2-5

Keywords: belinschi nica introduced composition semigroup maps set probability measures using semigroup introduced divisibility indicator which know quantitatively measure freely infinitely divisible first half paper further investigate indicator calculate indicator changes respect boolean powers prove boolean stable laws have divisibility indicators equal infinity derive upper bound indicator terms jacobi parameters upper bound achieved only meixner distributions prove ejkos conjecture boolean powers uplus probability measure freely infinitely divisible measure freely infinitely divisible other half paper introduce analogous composition semigroup multiplicative convolutions define divisibility indicators these convolutions moreover prove probability measure unit circle freely infinitely divisible relative multiplicative convolution only indicator prove multiplicative divisibility indicator changes under boolean powers establish multiplicative analogue ejkos conjecture include appendix where cauchy distributions point measures shown only fixed points boolean to free bercovici pata bijection