Free infinite divisibility, fractional convolution powers, and Appell polynomials

TL;DR

This paper explores the connection between repeated polynomial differentiation, free probability, and Appell polynomials, establishing new links between finite free probability, infinite divisibility, and root distributions.

Contribution

It identifies the limits of repeated differentiation as real rooted Appell sequences and links their root measures to free infinitely divisible distributions.

Findings

Characterization of limits of repeated differentiation as Appell sequences

Connection between finite free R-transform and free infinitely divisible distributions

Extension of infinite divisibility concepts to rectangular finite free probability

Abstract

Initiated by a result of Gorin and Marcus [Int. Math. Res. Not., (3):883--913, 2020] and an observation of Steinerberger [Proc. Amer. Math. Soc., 147(11):4733--4744, 2019], there has been a recent growing body of literature connecting repeated differentiation of polynomials to free additive convolution semigroups in free probability. Roughly, this connection states that in the large degree limit the empirical measure of the roots after many derivatives is, up to a rescaling, the original empirical measure of the roots raised to a free additive convolution power. If the original real roots satisfy some bounds and the number of derivatives is such that the remaining degree is fixed, then these high derivatives converge to the Hermite polynomials. In the context of convolution semigroups and finite free probability these results have a natural interpretation as a central limit theorem for repeated differentiation. We consider the case when these root bounds are removed and identify the potential limits of repeated differentiation as the real rooted Appell sequences. We prove that a sequence of polynomials is in the domain of attraction of an Appell sequence exactly when the empirical measures of the roots are, up to a rescaling, in the domain of attraction of a free infinitely divisible distribution naturally associated to the Appell sequence. We additionally extend these notions of infinite divisibility and fractional convolution semigroups to rectangular finite free probability. Our approach is based on the finite free R-transform of the polynomials, providing a step towards an analytic theory of finite free probability. These transforms provide a clear connection between Appell polynomials and free infinitely divisible distributions, where the finite free R-transform of a real rooted Appell polynomial is a truncated version of the R-transform of an infinitely divisible distribution.