Convolution comparison measures
Abstract
We give a precise functional comparison between classical and free convolutions. If $μ$ and $ν$ are compactly supported probability measures, we show that the expectation of $f$ over the classical convolution $μ* ν$ is at least the expectation of $f$ over the free convolution $μ\boxplus ν$, as long as the fourth derivative of $f$ is non-negative. Conversely, the non-negativity of the fourth derivative is necessary for such a comparison. This comparison is based on the positivity of a related measure on $\mathbb{R}^{2}$, which we dub the convolution comparison measure. We give an expression for this measure using a curious identity involving Hermitian matrices.
Fields of Study & Subjects
Random Matrices and Applications
Mathematical Inequalities and Applications
Advanced Operator Algebra Research
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 10 February 2026
- Language
- EN
- Document type
- Preprint