Invariance Property of Cauchy–Stieltjes Kernel Families Under Free and Boolean Multiplicative Convolutions

Abstract

This article delves into some properties of free and Boolean multiplicative convolutions, in connection with the theory of Cauchy–Stieltjes kernel (CSK) families and their respective variance functions (VFs). Consider K−(μ)={Qmμ(ds):m∈(m−μ,m0μ)}, a CSK family induced by a non-degenerate probability measure μ on the positive real line with a finite first-moment m0μ. For γ>1, we introduce a new family of measures: K−(μ)⊠γ=Qmμ⊠γ(ds):m∈(m−μ,m0μ). We show that if K−(μ)⊠γ represents a re-parametrization of the CSK family K−(μ), then μ is characterized by its corresponding VF Vμ(m)=cm2ln(m), with c>0. We also prove that if K−(μ)⊠γ is a re-parametrization of K−(D1/γ(μ⊞γ)) (where ⊞ is the additive free convolution and Da(μ) denotes the dilation μ by a number a≠0), then μ is characterized by its corresponding VF Vμ(m)=c1(mln(m))2, with c1>0. Similar results are obtained if we substitute the free multiplicative convolution ⊠ with the Boolean multiplicative convolution ⨃.

Keywords

• Cauchy transform
• multiplicative Boolean and free convolutions
• variance function