A Khintchine decomposition for free probability

DOI10.1214/11-AOP677MaRDI QIDQ690879zbMATH OpenFDO

Authors John D. Williams

Publication date 29 November 2012

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.4955, https://projecteuclid.org/euclid.aop/1349703321

zbMATH Keywords

infinite divisibilityfree probability

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Free probability and free operator algebras (46L54)

Abstract: Let $mu$ be a probability measure on the real line. In this paper we prove that there exists a decomposition $$ such that $m{u}_0$ is infinitely divisible and $m{u}_i$ is indecomposable for $igeq1$. Additionally, we prove that the family of all $$-divisors of a measure $mu$ is compact up to translation. Analogous results are also proven in the case of multiplicative convolution.

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Cited in

(7)

• Decompositions of the free additive convolution
• An analogue of Hinčin's characterization of infinite divisibility for operator-valued free probability
• The arithmetic of distributions in free probability theory
• The Lévy-Itô decomposition in free probability
• An application of free probability to arithmetic functions
• k-divisible random variables in free probability
• A free analogue of Hincin’s characterization of infinite divisibility

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