Stability of the Markov-Krein Transform Under Classical Convolutions
Pierre Mergny
Abstract
We prove that, for every c>0, the image of the generalized Markov-Krein transform on probability measures with finite logarithmic moment is closed under classical additive convolution and under the Mellin convolution. This resolves the positivity conjecture for the additive high-temperature convolution, a one-parameter interpolation between classical and free convolution arising in random matrix theory and representation theory in the regime N∞, NβN/2 c. Our proof relies on a convolution theorem for universally prestarlike functions.
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