A khintchine decomposition for free probability

Abstract

Let μ be a probability measure on the real line. In this paper we prove that there exists a decomposition $\mu = \mu_{0}\boxplus \mu_{1}\dots\boxplus \mu_{n}$such that $\mu_{0}$ is infinitely divisible, and $\mu_{i}$ is indecomposable for $i \geq 1$. Additionally, we prove that the family of all $\boxplus$-divisors of a measure $\mu$ is compact up to translation. Analogous results are also proven in the case of multiplicative convolution