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Superconvergence and regularity of densities in free probability

Published 3 Oct 2020 in math.FA and math.PR | (2010.01248v3)

Abstract: The superconvergence phenomenon is shown for products of free, identically distributed random variables. We also show that a certain Holder regularity, first demonstrated by Biane for the density of a free additive convolution with a semicircular law, extends to free additive and multiplicative convolutions with arbitrary freely infinitely divisible laws and to free convolution semigroups.

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