English

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 kk free random variables in terms of kk-equal and kk-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 μk\mu^{\boxtimes k}, given by Kargin which show that the support grows at most linearly with kk. 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