Products of free random variables and k-divisible partitions
Operator Algebras
2012-02-28 v2
Abstract
We derive a formula for the moments and the free cumulants of the multiplication of free random variables in terms of -equal and -divisible non-crossing partitions. This leads to a new simple proof for the bounds of the right-edge of the support of the free multiplicative convolution , given by Kargin which show that the support grows at most linearly with . Moreover, this combinatorial approach generalize the results of Kargin since we do not require the convolved measures to be identical. We also give further applications, such as a new proof of the limit theorem of Sakuma and Yoshida.
Keywords
Cite
@article{arxiv.1201.5825,
title = {Products of free random variables and k-divisible partitions},
author = {Octavio Arizmendi and Carlos Vargas},
journal= {arXiv preprint arXiv:1201.5825},
year = {2012}
}
Comments
Added remarks on Boolean cumulants; Electronic Communications in Probability, vol 17 (2012), no.11