Lévy-Hinčin type theorems for multiplicative and additive free convolution (Q1207871): Difference between revisions
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scientific article
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English | Lévy-Hinčin type theorems for multiplicative and additive free convolution |
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Lévy-Hinčin type theorems for multiplicative and additive free convolution (English)
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16 May 1993
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Let \(A\) be a unital algebra and let \(\varphi:A\to\mathbb{C}\) be linear with \(\varphi(1)=1\). Under certain conditions on \(A\) there exists for every \(a\in A\) a measure \(\mu_ a\) on \(\mathbb{C}\) such that \(\int z^ n\mu(dz)=\varphi(a^ n)\) for \(n=1,2,\dots\). If \(a,b\in A\) are free, then \(\mu_{ab}\) and \(\mu_{a+b}\) depend on \(\mu_ a\), \(\mu_ b\) only, which leads to the notion of multiplicative and additive free convolution. This spawns a theory that parallels the classical probabilistic theory of infinitely divisible distributions: in particular, analogues of Mellin and Fourier transforms are introduced and representation theorems are obtained.
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free convolution
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infinitely divisible distributions
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representation theorems
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