The arithmetic of distributions in free probability theory
From MaRDI portal
Publication:657418
DOI10.2478/S11533-011-0049-4zbMATH Open1239.46046arXivmath/0508245OpenAlexW2149008335MaRDI QIDQ657418FDOQ657418
Authors: Gennadiy P. Chistyakov, Friedrich Götze
Publication date: 16 January 2012
Published in: Central European Journal of Mathematics (Search for Journal in Brave)
Abstract: We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and of Schur functions. We consider the set of probability distributions as a semigroup equipped with the operation of free convolution and prove a Khintchine type theorem for the factorization of elements of this semigroup. An element of contains either indecomposable ("prime") factors or it belongs to a class, say , of distributions without indecomposable factors. In contrast to the classical convolution semigroup in the free additive and multiplicative convolution semigroups the class consists of units (i.e. Dirac measures) only. Furthermore we show that the set of indecomposable elements is dense in .
Full work available at URL: https://arxiv.org/abs/math/0508245
Recommendations
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Addition of certain non-commuting random variables
- Addition of freely independent random variables
- The analogues of entropy and of Fisher's information measure in free probability theory. I
- Processes with free increments
- A new approach to subordination results in free probability
- Free Random Variables
- Title not available (Why is that?)
- Combinatorial theory of the free product with amalgamation and operator-valued free probability theory
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the law of addition of random matrices.
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the multiplication of free N -tuples of noncommutative random variables
- Stable laws and domains of attraction in free probability theory
- On freely indecomposable measures
- On the free convolution with a semi-circular distribution
- Title not available (Why is that?)
- The arithmetic of distributions in free probability theory
- The Lebesgue decomposition of the free additive convolution of two probability distributions
- Lévy-Hinčin type theorems for multiplicative and additive free convolution
- Title not available (Why is that?)
- On the law of multiplication of random matrices
- Atoms and regularity for measures in a partially defined free convolution semigroup
- The atoms of the free multiplicative convolution of two probability distributions
- Superconvergence to the central limit and failure of the Cramér theorem for free random variables
- Limit theorems in free probability theory. I
- Title not available (Why is that?)
- A free analogue of Hincin’s characterization of infinite divisibility
- Hinčin's Theorem for Multiplicative Free Convolution
- The arithmetic of probability distributions
- Title not available (Why is that?)
- Analytic Subordination Consequences of Free Markovianity
- Title not available (Why is that?)
- Delphic semi-groups, infinitely divisible regenerative phenomena, and the arithmetic of p-functions
- Arithmetic and other properties of certain Delphic semigroups. I
- Title not available (Why is that?)
- Delphic semigroups
- More Delphic theory and practice
- Title not available (Why is that?)
- A Khintchine decomposition for free probability
Cited In (42)
- Relations between convolutions and transforms in operator-valued free probability
- Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
- Title not available (Why is that?)
- The atoms of the free multiplicative convolution of two probability distributions
- Approximation of Free Convolutions by Free Infinitely Divisible Laws
- Non-crossing partitions
- Convergence rate for spectral distribution of addition of random matrices
- Limit theorems for free multiplicative convolutions
- Propagation of singular behavior for Gaussian perturbations of random matrices
- Local single ring theorem on optimal scale
- Remarks on restricted Nevanlinna transforms
- Generalised operations in free harmonic analysis
- Local deformed semicircle law and complete delocalization for Wigner matrices with random potential
- Local stability of the free additive convolution
- Spiked multiplicative random matrices and principal components
- Bulk universality for deformed Wigner matrices
- The arithmetic of distributions in free probability theory
- Nonlinear free L\'evy--Khinchine formula and conformal mapping
- Matricial model for the free multiplicative convolution
- The Lebesgue decomposition of the free additive convolution of two probability distributions
- On the supports of measures in free multiplicative convolution semigroups
- Weighted sums and Berry-Esseen type estimates in free probability theory
- Edge universality for deformed Wigner matrices
- Lévy-Hinčin type theorems for multiplicative and additive free convolution
- Convergence and asymptotic approximations to universal distributions in probability
- Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
- Superconvergence and regularity of densities in free probability
- Free infinitely divisible approximations of \(n\)-fold free convolutions
- On the support of the free additive convolution
- Freeness of linear and quadratic forms in von Neumann algebras
- Spectral statistics of sample block correlation matrices
- Extremal eigenvalues and eigenvectors of deformed Wigner matrices
- Spectral rigidity for addition of random matrices at the regular edge
- Title not available (Why is that?)
- Subordination for the sum of two random matrices
- Local laws for multiplication of random matrices
- No distribution is prime
- An application of free probability to arithmetic functions
- Free probability theory. And its avatars in representation theory, random matrices, and operator algebras; also featuring: non-commutative distributions
- Local law of addition of random matrices on optimal scale
- A Khintchine decomposition for free probability
- Asymptotic expansions in the CLT in free probability
This page was built for publication: The arithmetic of distributions in free probability theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q657418)