New limit theorems related to free multiplicative convolution

DOI10.4064/SM214-3-4MaRDI QIDQ4920575zbMATH OpenOpenAlexFDO

Authors Noriyoshi Sakuma, Hiroaki Yoshida

Publication date 21 May 2013

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.6156

zbMATH Keywords

infinite divisibilitylimit theoremfree convolutionsBoolean convolutionLambert's \(W\)-function

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54)

Abstract: Let $$, $$ and $uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $mu$ on $[0,infty)$ with finite second moment, we find the scaling limit of $$ as $N$ goes to infinity. The $mathcalR$--transform of the limit distribution can be represented by the Lambert's $W$ function. We also find similar limit theorem by replacing the free additive convolution with the boolean convolution.

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Cited in

(23)

• Limit theorems for free Lévy processes
• Limit theorems for monotonic convolution and the Chernoff product formula
• Limit theorems for free multiplicative convolutions
• Limit theorems for classical, freely and Boolean max-infinitely divisible distributions
• Limit Theorems and Wrapping Transforms in Bi-free Probability Theory
• Local limit theorems for multiplicative free convolutions
• A phase transition for tails of the free multiplicative convolution powers
• Limits laws for geometric means of free random variables
• Homomorphisms relative to additive convolutions and max-convolutions: free, Boolean and classical cases
• Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution
• Cauchy-Stieltjes kernel families and free multiplicative convolution
• New combinatorial identity for the set of partitions and limit theorems in finite free probability theory
• On the free convolution with a free multiplicative analogue of the normal distribution
• Limit laws for Boolean convolutions
• Lévy-Hinčin type theorems for multiplicative and additive free convolution
• On asymptotic growth of the support of free multiplicative convolutions
• On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions
• Some properties of the free stable distributions
• The law of large numbers for the free multiplicative convolution
• A limit theorem for products of free unitary operators
• A Khintchine decomposition for free probability
• A survey on the effects of free and Boolean convolutions on Cauchy-Stieltjes kernel families
• Boolean multiplicative convolution and Cauchy-Stieltjes kernel families

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