Tree convolution for probability distributions with unbounded support

Authors Ethan A. Davis, David Jekel, Zhichao Wang

Publication date 6 August 2021

Full work available at URL https://arxiv.org/abs/2102.01214, http://alea.impa.br/articles/v18/18-58.pdf

Cauchy transform domain of attraction free convolution non-commutative probability Bercovici-Pata bijection

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Graph operations (line graphs, products, etc.) (05C76) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: We develop the complex-analytic viewpoint on the tree convolutions studied by the second author and Weihua Liu in "An operad of non-commutative independences defined by trees" (Dissertationes Mathematicae, 2020, doi:10.4064/dm797-6-2020), which generalize the free, boolean, monotone, and orthogonal convolutions. In particular, for each rooted subtree

m a t h c a l T

of the

N

-regular tree (with vertices labeled by alternating strings), we define the convolution

for arbitrary probability measures

m u_{1}

, ...,

m u_{N}

on

m a t h b b R

using a certain fixed-point equation for the Cauchy transforms. The convolution operations respect the operad structure of the tree operad from doi:10.4064/dm797-6-2020. We prove a general limit theorem for iterated

m a t h c a l T

-free convolution similar to Bercovici and Pata's results in the free case in "Stable laws and domains of attraction in free probability" (Annals of Mathematics, 1999, doi:10.2307/121080), and we deduce limit theorems for measures in the domain of attraction of each of the classical stable laws.

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