On free regular and Bondesson convolution semigroups

DOI10.1007/S10959-019-00909-WMaRDI QIDQ785403zbMATHOpenAlexWikidataFDO

Authors D. Kharzeev

Publication date 6 August 2020

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.07044

zbMATH Keywords

Laplace transformBessel functionsCauchy transformsubordinatorLambert \(W\)-functioncomplete Bernstein functionBondesson classfree regular measureKendall's identity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Free probability and free operator algebras (46L54)

Abstract: Free regular convolution semigroups describe the distribution of free subortinators, while Bondesson class convolution semigroups correspond to classical subordinators with completely monotone Levy density. We show that these two classes of convolution semigroups are in bijection with the class of complete Bernstein functions and we establish an integral identity linking the two semigroups. We provide several explicit examples that illustrate this result.

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Cited in

(6)

• Semigroups of distributions with linear Jacobi parameters
• A note on regularity for free convolutions
• The Fermi and Bose congruences for free semigroups on two generators
• On a remarkable semigroup of homomorphisms with respect to free multiplicative convolution
• On the law of free subordinators
• Semigroups related to additive and multiplicative, free and Boolean convolutions

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