On free regular and Bondesson convolution semigroups

DOI10.1007/S10959-019-00909-WzbMATH Open1459.60099arXiv1810.07044OpenAlexW2897950779WikidataQ127951200 ScholiaQ127951200MaRDI QIDQ785403FDOQ785403

Authors: D. Kharzeev 

Publication date: 6 August 2020

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

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.

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

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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)

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Cited In (5)

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

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