Limits Laws for Geometric Means of Free Random Variables

被引:16
作者
Tucci, Gabriel H. [1 ]
机构
[1] Bell Labs, Murray Hill, NJ 07974 USA
关键词
free central limit; free probability; COMMUTING RANDOM-VARIABLES; LYAPUNOV EXPONENTS; RANDOM MATRICES; FREE CONVOLUTION; PRODUCTS; OPERATORS;
D O I
10.1512/iumj.2010.59.3775
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let {Tk}(k=1)(infinity) 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)*Tn...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 nu of Lambda from the distribution p of ITV. This gives us a natural map G : M(+) -> M(+) with mu -> G(mu) = nu. 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 v and the distribution of the Lyapunov exponents for the sequence {T(k)}(k=1)(infinity) introduced in [12].
引用
收藏
页码:1 / 13
页数:13
相关论文
共 50 条
  • [31] On the Product of Maxwell and Rice Random Variables
    Shakil, M.
    Kibria, B. M. Golam
    JOURNAL OF MODERN APPLIED STATISTICAL METHODS, 2007, 6 (01) : 212 - 218
  • [32] USES OF FREE PROBABILITY IN RANDOM MATRIX THEORY
    Guionnet, Alice
    XVITH INTERNATIONAL CONGRESS ON MATHEMATICAL PHYSICS, 2010, : 106 - 122
  • [33] Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group
    Capitaine, M.
    Casalis, M.
    SEMINAIRE DE PROBABILITES XLI, 2008, 1934 : 93 - 119
  • [34] Free probability, Planar algebras, Subfactors and Random Matrices
    Shlyakhtenko, Dimitri
    PROCEEDINGS OF THE INTERNATIONAL CONGRESS OF MATHEMATICIANS, VOL III: INVITED LECTURES, 2010, : 1603 - 1623
  • [35] Support Recovery With Sparsely Sampled Free Random Matrices
    Tulino, Antonia M.
    Caire, Giuseppe
    Verdu, Sergio
    Shamai , Shlomo
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2013, 59 (07) : 4243 - 4271
  • [36] RIGOROUS MEAN-FIELD MODEL FOR COHERENT-POTENTIAL APPROXIMATION - ANDERSON MODEL WITH FREE RANDOM-VARIABLES
    NEU, P
    SPEICHER, R
    JOURNAL OF STATISTICAL PHYSICS, 1995, 80 (5-6) : 1279 - 1308
  • [37] Limit Laws for R-diagonal Variables in a Tracial Probability Space
    Cong Zhou
    Integral Equations and Operator Theory, 2022, 94
  • [38] Limit Laws for R-diagonal Variables in a Tracial Probability Space
    Zhou, Cong
    INTEGRAL EQUATIONS AND OPERATOR THEORY, 2022, 94 (01)
  • [39] Stable laws and spectral gap properties for affine random walks
    Gao, Zhiqiang
    Guivarc'h, Yves
    Le Page, Emile
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2015, 51 (01): : 319 - 348
  • [40] Free analysis and random matrices
    Alice Guionnet
    Japanese Journal of Mathematics, 2016, 11 : 33 - 68