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Integrability of Freely Infinitely Divisible Distributions and Lévy Measures

arXiv.org
Integrability of Freely Infinitely Divisible Distributions and Lévy Measures
Under a growth condition on an increasing function $g$, we prove that integrability of a freely infinitely divisible distribution with respect to $g$ is equivalent to that of the large-jump part of its free Lévy measure. For every increasing freely submultiplicative function $g$, integrability of the distribution implies integrability of the large-jump part of its free Lévy measure. We also obtain two-sided tail comparisons between freely infinitely divisible distributions and their free Lévy measures, uniform integrability along free convolution semigroups, and integrability results and tail estimates for fractional free convolution powers.

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