Monotone max-convolution and subordination functions for free max-convolution

Abstract

We show that the distribution of the spectral maximum of monotonically independent self-adjoint operators coincides with the classical max-convolution of their distributions. In free probability, it was proven that for any probability measures $\sigma,\mu$ on $\mathbb{R}$ there is a unique probability measure $\mathbb{A}_\sigma(\mu)$ satisfying $\sigma\boxplus \mu = \sigma \triangleright \mathbb{A}_\sigma(\mu)$, where $\boxplus$ and $\triangleright$ are free and monotone additive convolutions, respectively. We recall that the reciprocal Cauchy transform of $\mathbb{A}_\sigma(\mu)$ is the subordination function for free additive convolution. Motivated by this analogy, we introduce subordination functions for free max-convolution and prove their existence and structural properties.