A survey on the effects of free and Boolean convolutions on Cauchy-Stieltjes kernel families (Q2152783)

Given a probability measure \(\nu\), the family of probability measures of the form \[ P_{\theta,\nu}(dx)=\frac{1}{M_\nu(\theta)(1-\theta x)}\nu(dx) \] generated by the Cauchy-Stieltjes kernel \((\theta,x)\mapsto1/(1-\theta x)\), where \(M_\nu(\theta)=\int\frac{1}{1-\theta x}\nu(dx)\) is the appropriate normalising constant, is called the Cauchy-Stieltjes Kernel (CSK) family. The author begins by presenting some basic facts on the construction and parameterisation of CSK families, and in particular how these compare to natural exponential families. The main focus of the article is then on free and Boolean additive convolution in relation to CSK families, and also on the effect of free and Boolean multiplicative convolution on CSK families. Results presented include various approximations and limit theorems related to these operations, properties of the (pseudo-)variance function, and properties of cumulants.