Decompositions of the free additive convolution

Spaces of measures, convergence of measures (28A33) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive convolution of compactly supported probability measures in free probability. These decompositions are directly related to alternating decompositions of the associated subordination functions. In particular, they allow us to compute free additive convolutions of compactly supported measures without using free cumulants or R-transforms. In simple cases, representations of the corresponding Cauchy transforms as continued fractions are obtained in a natural way. Moreover, this approach establishes a clear connection between convolutions and products associated with the main notions of independence (free, monotone and boolean) in noncommutative probability. Finally, our result leads to natural decompositions of the free product of rooted graphs.

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This paper studies a new type of convolution of probability measures, called the \(s\)-free additive convolution, and its related decompositions. Let \(( {\mathcal A}, \varphi)\) be a noncommutative probability space, where \({\mathcal A}\) is a unital algebra and \(\varphi\) is a linear functional on \({\mathcal A}\) with \(\varphi(1)=1\). If \(X\) and \(Y\) are free with respect to \(\varphi\) and \(\mu\) (resp., \(\nu\)) denotes the \(\varphi\)-distribution of \(X\) (resp., \(Y\)), then the \(\varphi\)-distribution \(\mu\boxplus\nu\) of \(X+Y\) is called the \textit{free additive convolution} of \(\mu\) and \(\nu\), cf.\ \textit{D.\,Voiculescu} [J.\ Funct.\ Anal.\ 66, 323--346 (1986; Zbl 0651.46063)]. Actually, the \(s\)-free additive convolution is defined by the subordination functions associated with the free additive convolution. The author shows alternating representations of the monotone decomposition (resp., of the Boolean decomposition) of the free additive convolution \(\mu \boxplus \nu\), by using the \(s\)-free additive convolution and the monotone additive convolution \(\triangleright\) related to monotone independence, cf.\ \textit{N.\,Muraki} [Infin.\ Dimens.\ Anal.\ Quantum Probab.\ Relat.\ Top.\ 4, No.\,1, 39--58 (2001; Zbl 1046.46049)] (resp., by using the \(s\)-free additive convolution and the Boolean additive convolution \(\uplus\) related to Boolean independence, cf.\ \textit{R.\,Speicher} and \textit{R.\,Woroudi} [Fields Inst.\ Commun.\ 12, 267--279 (1997; Zbl 0872.46033)]). In addition, the author derives an alternating decomposition of the \(s\)-free additive convolution for compactly supported \(\mu\) and \(\nu\), by using the orthogonal additive convolution \(\mu \vdash \nu\). The author also shows that the \(s\)-free additive convolution for compactly supported measures \(\mu\) and \(\nu\) is the weak limit of a sequence of alternating orthogonal additive convolutions of \(\mu\) and \(\nu\). This leads to two types of complete decompositions of the free additive convolution \(\mu \boxplus \nu\). Moreover, the author develops an operational approach to the subordination property and introduces the associated notion of \(s\)-free independence. Finally, natural decompositions of the free product of rooted graphs are discussed as well. For other related works, see the author's previous papers, e.g., [Stud.\ Math.\ 152, No.\,1, 69--101 (2002; Zbl 1001.46042); Infin.\ Dimens.\ Anal.\ Quantum Probab.\ Relat.\ Top.\ 7, No.\,3, 337--360 (2004; Zbl 1059.46048)].

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