The exponential map in non-commutative probability

DOI10.1093/IMRN/RNW164MaRDI QIDQ4612024zbMATH OpenOpenAlexFDO

Authors Michael Anshelevich, Octavio Arizmendi

Publication date 22 January 2019

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.08180

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Free probability and free operator algebras (46L54)

Abstract: The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution operation. We show that on a large class $mathcalL$ of measures, $W$ also transforms the three non-commutative convolutions---free, Boolean, and monotone---to their multiplicative counterparts. Moreover, the restriction of $W$ to $mathcalL$ preserves various qualitative properties of measures and triangular arrays. We use these facts to give short proofs of numerous known, and new, results about multiplicative convolutions.

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Cited in

(8)

• An operad of non-commutative independences defined by trees
• Limit theorems for free Lévy processes
• Monotone and boolean convolutions for non-compactly supported probability measures
• Monotone increment processes, classical Markov processes, and Loewner chains
• Generalised operations in free harmonic analysis
• Continuity and growth of free multiplicative convolution semigroups
• Homomorphisms relative to additive convolutions and max-convolutions: free, Boolean and classical cases
• Cumulants in noncommutative probability theory. I: Noncommutative exchangeability systems

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