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We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and Schur functions. We consider the set of probability distributions as a semigroup M equipped with the operation of free convolution and prove a Khintchine type theorem for the factorization of elements of this semigroup. An element of M contains either indecomposable (“prime”) factors or it belongs to a class, say I 0, of distributions without indecomposable...

Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ+ and on the unit circle $$𝕋$$ we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.

Let a sequence $\left\{{\lambda }_n\right\}\subset ℝ$ be given such that the exponential system $\left\{\exp \right(i{\lambda }_{n}x\left)\right\}$ forms a Riesz basis in $L^2(-\pi ,\pi )$ and $\left\{{\xi }_n\right\}$ be a sequence of independent real-valued random variables. We study the properties of the system $\{exp(i({\lambda }_n+{\xi }_n)x\left)\right\}$ as well as related problems on estimation of entire functions with random zeroes and also problems on reconstruction of bandlimited signals with bandwidth $2\pi$ via their samples at the random points $\{{\lambda }_n+{\xi }_n\}$.