k-divisible random variables in free probability

被引:0
作者
Arizmendi, Octavio [1 ]
机构
[1] CIMAT, Guanajuato, Mexico
关键词
k-divisible elements; Free probability; Infinite divisibility; k-divisible non-crossing partitions; MULTIPLICATIVE FUNCTIONS; S-TRANSFORM; MATRICES; LAWS;
D O I
10.1016/j.aam.2017.09.001
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
` We introduce and study the notion of k-divisible elements in a non-commutative probability space. A k-divisible element is a (non-commutative) random variable whose n-th moment vanishes whenever n is not divisible by k. First, we consider the combinatorial convolution in the lattices NC of non-crossing partitions and NCk of k-divisible non-crossing partitions and show that convolving k times with the zeta function in NC is equivalent to convolving once with the zeta function in NCk. Furthermore, when x is k-divisible, we derive a formula for the free cumulants of xk in terms of the free cumulants of x, involving k-divisible non-crossing partitions. Second, we prove that if a and s are free and s is k-divisible then sps and a are free, where p is any polynomial (on a and s) of degree k(2) on s. Moreover, we define a notion of R-diagonal k-tuples and prove similar results. Next, we show that free multiplicative convolution between a measure concentrated in the positive real line and a probability measure with k-symmetry is well defined. Analytic tools to calculate this convolution are developed. Finally, we concentrate on free additive powers of k-symmetric distributions and prove that thEElt is a well defined k-symmetric probability measure, for all t > 1. We derive central limit theorems and Poisson type ones. More generally, we consider freely infinitely divisible measures and prove that free infinite divisibility is maintained under the mapping mu -> mu(k). We conclude by focusing on (k-symmetric) free stable distributions, for which we prove a reproducing property generalizing the ones known for one sided and real symmetric free stable laws. (C) 2017 Elsevier Inc. All rights reserved.
引用
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页码:1 / 68
页数:68
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