Free Bessel laws

Abstract

We introduce and study a remarkable family of real probability measures $π_{st}$, that we call free Bessel laws. These are related to the free Poisson law $π$ via the formulae $π_{s1}=π^{\boxtimes s}$ and $π_{1t}=π^{\boxplus t}$. Our study includes: definition and basic properties, analytic aspects (supports, atoms, densities), combinatorial aspects (functional transforms, moments, partitions), and a discussion of the relation with random matrices and quantum groups.

40 pages