Local limit theorems for multiplicative free convolutions
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Publication:457655
DOI10.1016/J.JFA.2014.08.015zbMATH Open1315.46072arXiv1312.2487OpenAlexW2963162126MaRDI QIDQ457655FDOQ457655
Authors: Michael Anshelevich, Jiun-Chau Wang, Ping Zhong 
Publication date: 29 September 2014
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Abstract: This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random variables implies superconvergence of their probability densities to the density of the limit law. Superconvergence to the marginal law of free multiplicative Brownian motion at a specified time is also studied. In the unitary case, the superconvergence to free Brownian motion and that to the Haar measure are shown to be uniform over the entire unit circle, implying further a free entropic limit theorem and a universality result for unitary free L'{e}vy processes. Finally, the method of proofs on the positive half-line gives rise to a new multiplicative Boolean to free Bercovici-Pata bijection.
Full work available at URL: https://arxiv.org/abs/1312.2487
Recommendations
probability density functionfree entropyfree multiplicative convolutionfreely infinitely divisible law
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Cited In (15)
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