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Limits Laws for Geometric Means of Free Random Variables

Operator Algebras 2010-10-05 v2 Probability

Abstract

Let {Tk}k=1\{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 Bn=T1T2...TnTn...T2T1B_{n}=T_{1}^{*}T_{2}^{*}... T_{n}^{*}T_{n}... T_{2}T_{1} then BnB_{n} is a positive operator and Bn1/2nB_{n}^{1/2n} converges in distribution to an operator Λ\Lambda. We completely determine the probability distribution ν\nu of Λ\Lambda from the distribution μ\mu of T2|T|^{2}. This gives us a natural map G:M+M+\mathcal{G}:\mathcal{M_{+}}\to \mathcal{M_{+}} with μG(μ)=ν.\mu\mapsto \mathcal{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 ν\nu and the distribution of the Lyapunov exponents for the sequence {Tk}k=1\{T_{k}\}_{k=1}^{\infty} introduced in \cite{LyaV}.

Keywords

Cite

@article{arxiv.0802.4226,
  title  = {Limits Laws for Geometric Means of Free Random Variables},
  author = {Gabriel H. Tucci},
  journal= {arXiv preprint arXiv:0802.4226},
  year   = {2010}
}

Comments

Published in Indiana Journal of Mathematics, vol. 59, no. 1, pp. 1-13, 2010