A phase transition for tails of the free multiplicative convolution powers

نویسندگان

چکیده

We study the behavior of tail a measure μ⊠t, where ⊠t is t-fold free multiplicative convolution power for t≥1. focus on case μ probability positive half-line with regularly varying right i.e. form x−αL(x), L slowly varying. obtain phase transition in μ⊞t between regimes α<1 and α>1. Our main tool description regular variation terms corresponding S-transform at 0−. also describe tails ⊠ infinitely divisible measures Lévy measure, treat symmetric prove analog Breiman lemma.

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ژورنال

عنوان ژورنال: Advances in Mathematics

سال: 2022

ISSN: ['1857-8365', '1857-8438']

DOI: https://doi.org/10.1016/j.aim.2022.108398