Regularity questions for free convolution
The authors study, whether regularity properties of probability measures \( \mu \), \( \nu \) on \( \mathbb R \) are inherited by the free additive convolution \( \mu\boxplus\nu \). Having established in [Indiana Univ. Math. J. 42, No. 3, 733-773 (1993; Zbl 0806.46070)] that the operation \( \boxplus \) introduced by \textit{D. Voiculescu} [Lect. Notes Math. 1132, 556-588 (1985; Zbl 0618.46048)] extends to arbitrary probability measures, they generalize some results known in the case of compactly supported \( \mu \) and \( \nu \). In terms of the Cauchy transform defined by \( G_\mu(z)=\int_{-\infty}^{+\infty}(z-t)^{-1} d\mu(t) \), \( z=x+iy \), \( y>0 \), \( G_{\mu\boxplus\nu} \) is subordinated to \( G_\mu \) in \( \mathbb C^+ \), i.e. there exists an analytic function \( \omega :\mathbb C^+\to\mathbb C^+ \) such that 1) \( G_{\mu\boxplus\nu}=G_\mu\circ \omega \), 2) \( \mathop{\text{Im}}\omega(z)\geqslant\mathop{\text{Im}}z \), \( z\in\mathbb C^+ \) and 3) \( \omega(z)=z(1+o(1)) \), \( z\to\infty \) nontangentially to \( \mathbb R \). Then, for any fixed \( y>0 \) and \( 1<p\leqslant\infty \), \( \| (G_{\mu\boxplus\nu})_y\| _p\leqslant\| (G_\mu)_y\| _p \) in \( L^p(\mathbb R) \), and similar relations hold for the real (resp. imaginary) parts of the transforms. If \( \mu \) is absolutely continuous with density \( f\in L^p(\mathbb R) \), so is \( \mu\boxplus\nu \) and its density \( g \) satisfies \( \| g\| _p\leqslant\| f\| _p \). Some inequalities involving the Riesz energies are obtained and all the above are symmetrical in \( \mu \) and \( \nu \). If the distribution function \( {\mathcal F}_\mu \) of \( \mu \) is \( \alpha \)-Hölder, \( \alpha\in(0,1] \), (with constant \( c \)), the same is true of \( {\mathcal F}_{\mu\boxplus\nu} \) (with constant \( \leqslant c \)). But there exist compactly supported \( \mu \), \( \nu \) having densities of class \( C^\infty \) and \( C^1 \), respectively, such that the density of \( \mu\boxplus\nu \) is not of class \( C^1 \). A description of atoms is given: \(\gamma\in\mathbb R\) is an atom of \(\mu\boxplus\nu\iff\) there exist atoms \(\alpha,\beta\) for \(\mu,\nu\), respectively, with \(\gamma=\alpha+\beta\) and \((\mu\boxplus\nu)(\{\gamma\})=\mu(\{\alpha\})+\nu(\{\beta\})-1>0\). The background of noncommutative free random variables is mentioned occasionally. For the entire collection see [Zbl 0892.00040].
- A note on regularity for free convolutions
- \(L^\infty\)-boundedness of density for free additive convolutions
- Supports of measures in a free additive convolution semigroup
- The Lebesgue decomposition of the free additive convolution of two probability distributions
- Regularization by free additive convolution, square and rectangular cases
- Regularization by free additive convolution, square and rectangular cases
- Analytic subordination for bi-free convolution
- Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
- Eigenvalues of non-Hermitian random matrices and Brown measure of non-normal operators: Hermitian reduction and linearization method
- On the Hausdorff continuity of free Lévy processes and free convolution semigroups
- Continuity and growth of free multiplicative convolution semigroups
- A concentration inequality and a local law for the sum of two random matrices
- Commutators of free random variables
- Regularity results for free Lévy processes
- Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution
- On the support of the free additive convolution
- A note on regularity for free convolutions
- Limit theorems in free probability theory. I
- Local stability of the free additive convolution
- On the reduction criterion for random quantum states
- Matrix regularizing effects of Gaussian perturbations
- Conditionally free reduced products of Hilbert spaces
- Uniform convergence and the free central limit theorem
- On regularity for measures in multiplicative free convolution semigroups
- Asymptotic eigenvalue distributions of block-transposed Wishart matrices
- An inequality for the distance between densities of free convolutions
- The derivative of order 1/2 of a free convolution by a semicircle distribution
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- On the supports of measures in free multiplicative convolution semigroups
- Regularity Properties of Free Multiplicative Convolution on the Positive Line
- Tree convolution for probability distributions with unbounded support
- Local law of addition of random matrices on optimal scale
- Freely independent random variables with non-atomic distributions
- \(L^\infty\)-boundedness of density for free additive convolutions
- Fractional free convolution powers
- On the computation of spectra in free probability
- Regularity for free multiplicative convolution on the unit circle
- Superconvergence and regularity of densities in free probability
- Universality of free random variables: atoms for non-commutative rational functions
- Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
- The arithmetic of distributions in free probability theory
- Deformed single ring theorems
- A class of freely complemented von Neumann subalgebras of \(L \mathbb{F}_n\)
- Brown measure of the sum of an elliptic operator and a free random variable in a finite von Neumann algebra
- Regularity and convergence properties of finite free convolutions
- A Khintchine decomposition for free probability
- Self-normalized sums in free probability theory
- Upgrading subordination properties in free probability
- Density of the free additive convolution of multi-cut measures
- Atoms and regularity for measures in a partially defined free convolution semigroup
- Free multiplicative convolution with an arbitrary measure on the real line
- Free probability theory. Abstracts from the workshop held December 2--8, 2018
- The Lebesgue decomposition of the free additive convolution of two probability distributions
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