Limits laws for geometric means of free random variables

Abstract: Let

{T_{k}}_{k = 1}^{i n f t y}

be a family of *--free identically distributed operators in a finite von Neumann algebra. In this work we prove a multiplicative version of the free central limit Theorem. More precisely, let

B_{n} = T_{1}^{*} T_{2}^{*} ... T_{n}^{*} T_{n} ... T_{2} T_{1}

then

B_{n}

is a positive operator and

B_{n}^{1 / 2 n}

converges in distribution to an operator

L a m b d a

. We completely determine the probability distribution

u

of

L a m b d a

from the distribution

m u

of

| T |^{2}

. This gives us a natural map

m a t h c a l G : m a t h c a l M_{+} o m a t h c a l M_{+}

with

m u m a p s t o m a t h c a l G (m u) = u .

We study how this map behaves with respect to additive and multiplicative free convolution. As an interesting consequence of our results, we illustrate the relation between the probability distribution

u

and the distribution of the Lyapunov exponents for the sequence

{T_{k}}_{k = 1}^{i n f t y}

introduced in cite{LyaV}.

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