A phase transition for tails of the free multiplicative convolution powers
We study the behavior of the tail of a measure μ⊠t, where ⊠t is the t-fold free multiplicative convolution power for t≥1. We focus on the case where μ is a probability measure on the positive half-line with a regularly varying right tail i.e. of the form x−αL(x), where L is slowly varying. We obtain...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Academic Press Inc.
2022
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |