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PreprintarXiv licencearXiv

Higher-order convex orders under free multiplicative convolution

Abstract

We prove that free multiplicative convolution with a probability measure on [0,∞) preserves the k-convex order for every integer k≥2, assuming finite (k−1)st absolute moments for the two measures being compared and for the convolving measure. The compared measures may have arbitrary support in ℝ.

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BibTeX
@misc{soong2026higherorder,
  title = {{Higher-order convex orders under free multiplicative convolution}},
  author = {Cheng-Xuan Soong},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.29258},
  eprint = {2610.29258},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.29258},
}
RIS
TY  - UNPB
TI  - Higher-order convex orders under free multiplicative convolution
AU  - Cheng-Xuan Soong
PY  - 2026
DA  - 2026/10/21
PB  - arXiv
DO  - 10.48550/arxiv.2610.29258
UR  - https://arxiv.org/abs/2610.29258
AB  - We prove that free multiplicative convolution with a probability measure on [0,∞) preserves the k-convex order for every integer k≥2, assuming finite (k−1)st absolute moments for the two measures being compared and for the convolving measure. The compared measures may have arbitrary support in ℝ.
ER  -