Multi-variable subordination distributions for free additive convolution (Q1029315)

This paper treats the multi-variable subordination distributions for free additive convolution. Let \(k\) be a positive integer, and let \({\mathcal D}_c(k)\) denote the space of joint distributions with compact support for \(k\)-tuples of selfadjoint elements in \(C^*\)-probability space, and besides \(\mu \boxplus \nu\) denotes the free additive convolution for \(\mu, \nu \in {\mathcal D}_c(k)\), where \(\boxplus\) is a binary operation on the space of probability distributions on \({\mathbb R}\), reflecting the additive operation for free random variables in a non-commutative probability space. One of the peculiar features in the theory [cf.\ \textit{P.\ Biane}, Math.\ Z.\ 227, No.\,1, 143--174 (1998; Zbl 0902.60060)] is the fact that the Cauchy transform \(G_{\mu \boxplus \nu}\) of the distribution \(\mu \boxplus \nu\) is subordinated to the Cauchy transforms of \(\mu\) and of \(\nu\), as analytic functions on the upper half-plane \({\mathbb C}^+\). In particular, there is an analytic subordination function \(\omega :\) \({\mathbb C}^+ \to {\mathbb C}^+\) such that \[ G_{\mu \boxplus \nu}(z) = G_{\nu} ( \omega(z)), \quad \forall z \in {\mathbb C}^+, \tag{1} \] and the subordination function \(\omega\) can be identified as the reciprocal Cauchy transform of a uniquely determined probability distribution \(\sigma\) on \({\mathbb R}\). If \(\sigma\) is written temporarily as \(\mu \boxdot \nu\), then \(\sigma =\) \(\mu \boxdot \nu\) is nothing but \(s\)-free additive convolution of \(\mu\) and \(\nu\) in \textit{R.\ Lenczewski} [J.\ Funct.\ Anal.\ 246, No.\,2, 330--365 (2007; Zbl 1129.46055)]. The author just calls it the subordination distribution of \(\mu \boxplus \nu\) with respect to \(\nu\), because \(s\)-freeness is only marginally addressed in the present paper. The goal of the paper is to introduce and study the analogue for \(\mu \boxdot \nu\) in a multi-variable framework, where \(\mu, \nu\) become joint distributions of \(k\)-tuples of selfadjoint elements in a \(C^*\)-probability space. The author derives an explicit formula for the moments of the subordination distribution, which leads to an operator model on the full Fock space. This gives a recipe which starts from the data stored in the \(R\)-transforms \(R_{\mu}\) and \(R_{\nu}\), and uses creation and annihilation operators on the full Fock space over \({\mathbb C}^{2k}\) in order to produce a \(k\)-tuple of operators with the subordination distribution. It can also be shown that, for every distribution \(\nu \in {\mathcal D}_c(k)\) being the joint distribution of a standard semicircular system (= a free family of \(k\) centered semicircular elements of variance 1), the subordination distribution \(\gamma \boxdot \nu\) of \(\gamma \boxplus \nu\) with respect to \(\nu\) is realized as \({\mathbb B}( \Phi(\nu))\), where \({\mathbb B}\) is the Boolean Bercovici-Pata bijection [cf.\ \textit{H.\,Bercovici} and \textit{V.\,Pata}, Ann.\ Math.\ (2) 149, No.\,3, 1023--1060 (1999; Zbl 0945.46046)], \(\Phi :\) \({\mathcal D}_{alg}(k) \to {\mathcal D}_{alg}(k)\) is a certain transformation which carries \({\mathcal D}_c(k)\) into itself, satisfying \[ \Phi( \nu \boxplus \gamma^{\boxplus t} ) = {\mathbb B}_t( \Phi(\nu)), \quad \forall \nu \in {\mathcal D}_{alg}(k), \quad \forall t \geq 0, \tag{2} \] \({\mathcal D}_{alg}(k)\) is the set of all purely algebraic distributions, and \(\{ {\mathbb B}_t \mid t \geq 0 \}\) is a family of bijective transformations of \({\mathcal D}_{alg}(k)\) defined by \[ {\mathbb B}_t(\mu) = ( \mu^{\boxplus (1 + t)})^{ \uplus 1 / (1 + t)}, \quad \forall t \geq 0, \quad \forall \mu \in {\mathcal D}_{alg}(k), \tag{3} \] with the \(\boxplus\)-powers (resp. the \(\uplus\)-powers) taken respectively in connection to free convolution (resp. to Boolean convolution). Moreover, for \(\nu \in {\mathcal D}_c(k)\) and for every \(p \geq 1\), the subordination distribution of \(\nu^{\boxplus p}\) with respect to \(\nu\) is still in \({\mathcal D}_c(k)\), and is \(\boxplus\)-infinitely devisible. The main tools used in this paper are combinatorial properties of \(R\)-transforms for joint distributions and a related operator model, with operators acting on the full Fock space. It is interesting to note that multi-variable subordination turns out to have nice relations to a process of evolution towards \(\boxplus\)-infinite divisibility on \({\mathcal D}_c(k)\), and also has a connection with free Brownian motion. For other related works, see, e.g., [\textit{S.\,T.\thinspace Belinschi} and \textit{A.\,Nica}, Adv.\ Math.\ 217, No.\,1, 1--41 (2008; Zbl 1129.46052)].