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arXiv · 1009.4955

A Khintchine Decomposition for Free Probability

John D. Williams
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Abstract

Let $\mu$ be a probability measure on the real line. In this paper we prove that there exists a decomposition $\mu = \mu_{0} \boxplus \mu_{1} \boxplus \... \boxplus \mu_{n} \boxplus \...$ such that $\mu_{0}$ is infinitely divisible and $\mu_{i}$ is indecomposable for $i \geq 1$. Additionally, we prove that the family of all $\boxplus$-divisors of a measure $\mu$ is compact up to translation. Analogous results are also proven in the case of multiplicative convolution.

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John D. Williams. 2010-09-24. A Khintchine Decomposition for Free Probability. https://arxiv.org/abs/1009.4955

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