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

Fuente: arXiv
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Autore principale: Ueda, Yuki
Natura: Preprint
Pubblicazione: 2025
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author Ueda, Yuki
author_facet Ueda, Yuki
contents 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 $σ,μ$ on $\mathbb{R}$ there is a unique probability measure $\mathbb{A}_σ(μ)$ satisfying $σ\boxplus μ= σ\triangleright \mathbb{A}_σ(μ)$, where $\boxplus$ and $\triangleright$ are free and monotone additive convolutions, respectively. We recall that the reciprocal Cauchy transform of $\mathbb{A}_σ(μ)$ 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.
format Preprint
id arxiv_https___arxiv_org_abs_2512_13972
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Monotone max-convolution and subordination functions for free max-convolution
Ueda, Yuki
Operator Algebras
Probability
Spectral Theory
46L54, 46L53
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 $σ,μ$ on $\mathbb{R}$ there is a unique probability measure $\mathbb{A}_σ(μ)$ satisfying $σ\boxplus μ= σ\triangleright \mathbb{A}_σ(μ)$, where $\boxplus$ and $\triangleright$ are free and monotone additive convolutions, respectively. We recall that the reciprocal Cauchy transform of $\mathbb{A}_σ(μ)$ 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.
title Monotone max-convolution and subordination functions for free max-convolution
topic Operator Algebras
Probability
Spectral Theory
46L54, 46L53
url https://arxiv.org/abs/2512.13972