Complex analysis methods in noncommutative probability
arXiv:math/0602343
Abstract
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss connections between Boolean and free convolutions and, in the last chapter, we prove that any infinitely divisible probability measure with respect to monotonic additive or multiplicative convolution belongs to a one-parameter semigroup with respect to the corresponding convolution. Earlier versions of some of the results in this thesis have already been published, while some others have been submitted for publication. We have preserved almost entirely the specific format for PhD theses required by Indiana University. This adds several unnecessary pages to the document, but we wanted to preserve the specificity of the document as a PhD thesis at Indiana University.
102 pages. A slightly modified version of my PhD thesis, written under the guidance of Professor Hari Bercovici and submitted in July 2005 to Indiana University
References in corpus (2)
Cited by in corpus (13)
- An Operad of Non-commutative Independences Defined by Trees
- The Arithmetic of Distributions in Free Probability Theory
- Universality properties of Gelfand-Tsetlin patterns
- Decompositions of the free additive convolution
- Convergence of the Fourth Moment and Infinite Divisibility
- On monotone convolution and monotone infinite divisivility
- Free infinite divisibility and free multiplicative mixtures of the Wigner distribution
- Free infinite divisibility for powers of random variables
- Cumulants of a convolution and applications to monotone probability theory
- Operators related to subordination for free multiplicative convolutions
- Tree convolution for probability distributions with unbounded support
- Regularization by free additive convolution, square and rectangular cases
- Joint cumulants for natural independence