The Brown measure of unbounded variables with free semicircular imaginary part
Abstract
Let x0 be an unbounded self-adjoint operator such that the Brown measure of x0 exists in the sense of Haagerup and Schultz. Also let σα and σβ be semicircular variables with variances α≥ 0 and β>0 respectively. Suppose x0, σα, and σβ are all freely independent. We compute the Brown measure of x0+σα+iσβ, extending the recent work which assume x0 is a bounded self-adjoint random variable. We use the PDE method introduced by Driver, Hall and Kemp to compute the Brown measure. The computation of the PDE relies on a charaterization of the class of operators where the Brown measure exists. The Brown measure in this unbounded case has the same structure as in the bounded case; it has connections to the free convolution x0+σα+β. We also compute the example where x0 is Cauchy-distributed.