Regularity results for free Lévy processes

DOI10.1016/J.AIM.2022.108323MaRDI QIDQ2136545zbMATH OpenOpenAlexFDO

Authors Hao-Wei Huang, Jiun-Chau Wang

Publication date 11 May 2022

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.00421

zbMATH Keywords

free convolutionfree Lévy processfreely infinitely divisible law

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54)

Abstract: Given a free additive convolution semigroup $left(m{u}_{t}ight{)}_{tgeq0}$ and a probability measure $u$ on $mathbbR$, we find the necessary and sufficient conditions for the process $$ to be Lebesgue absolutely continuous with a positive and analytic density throughout $mathbbR$ at all time $t>0$. For semigroups without this property, we find the necessary and sufficient conditions for the density of $$ to be analytic at its zeros. These results are quantified by the L'{e}vy measure of the semigroup, making it fairly easy to construct many concrete examples. Finally, we show that $$ has a finite number of connected components in its support if both the L'{e}vy measure of $left(m{u}_{t}ight{)}_{tgeq0}$ and the initial law $u$ do.

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Cited in

(5)

• On the Hausdorff continuity of free Lévy processes and free convolution semigroups
• Limit theorems for free Lévy processes
• Fine regularity of Lévy processes and linear (multi)fractional stable motion
• Superconvergence and regularity of densities in free probability
• Regularity results for multiplicative free Lévy processes

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