On bi-free multiplicative convolution

Abstract: In this paper, we study the partial bi-free

S

-transform of a pair

(a, b)

of random variables, and the

S

-transform of the

2 i m e s 2

matrix-valued random variable

associated with

(a, b)

when restricted to upper triangular

2 i m e s 2

matrices. We first derive an explicit expression of bi-free multiplicative convolution (of probability measures on the bi-unit-sphere

m a t h b b T^{2}

of

m a t h b b C^{2}

, or on

m a t h b b R_{+}^{2}

in

m a t h b b C^{2}

) from a subordination equation for bi-free multiplicative convolution. We then show that, when

(a_{1}, b_{1})

and

(a_{2}, b_{2})

are bi-free, the

S

-transforms of

,

satisfy Dykema's twisted multiplicative equation for free operator-valued random variables if and only if at least one of the two partial bi-free

S

-transforms of the pairs of random variables is the constant function 1 in a neighborhood of

(0, 0)

. This is the case if and only if one of the two pairs, say

(a_{1}, b_{1})

, has factoring two-band moments (that is,

v a r p h i (a_{1}^{m} b_{1}^{n}) = v a r p h i (a_{1}^{m}) v a r p h i (b_{1}^{n})

, for all

m, n = 1, 2, c d o t s

). We thus find tons of bi-free pairs of random variables to which the

S

-transforms of the corresponding matrix-value random variables do not satisfy Dykema's twisted multiplicative formula. Finally, if both

(a_{1}, b_{1})

and

(a_{2}, b_{2})

have factoring two-band moments, we prove that the

P s i

-transforms of

X_{1}

,

X_{2}

, and

X_{1} X_{2}

satisfy a subordination equation.

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