Limits laws for geometric means of free random variables

DOI10.1512/IUMJ.2010.59.3775zbMATH Open1204.46037arXiv0802.4226OpenAlexW2964124055MaRDI QIDQ3577974FDOQ3577974

Authors: Gabriel H. Tucci 

Publication date: 13 July 2010

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Abstract: Let ${T_k}_{k=1}^{infty}$ 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 $B_n=T_1^{\ast }{T}_2^{\ast }\mathrm{...}{T}_n^{\ast }{T}_n\mathrm{...}{T}_2{T}_1$ then $B_n$ is a positive operator and $B_n^{1/2n}$ converges in distribution to an operator $Lambda$. We completely determine the probability distribution $u$ of $Lambda$ from the distribution $mu$ of $|T{|}^2$. This gives us a natural map $mathcalG:mathcal{M}_{+}omathcal{M}_{+}$ with $mumapstomathcalG(mu)=u.$ 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 ${T_k}_{k=1}^{infty}$ introduced in cite{LyaV}.

Full work available at URL: https://arxiv.org/abs/0802.4226

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zbMATH Keywords

Lyapunov exponentsfree probabilityfree central limit theorem

Mathematics Subject Classification ID

General theory of von Neumann algebras (46L10) Free probability and free operator algebras (46L54)

Cited In (11)

• Homomorphisms relative to additive convolutions and max-convolutions: Free, boolean and classical cases
• Continuity and growth of free multiplicative convolution semigroups
• Gaussian fluctuations for products of random matrices
• Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution
• Gaussian limits for random geometric measures
• Law of large numbers for roots of finite free multiplicative convolution of polynomials
• Non-asymptotic results for singular values of Gaussian matrix products
• Classical scale mixtures of Boolean stable laws
• Explicit free multiplicative law of large numbers
• \(k\)-divisible random variables in free probability
• A survey on the effects of free and Boolean convolutions on Cauchy-Stieltjes kernel families

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