Limits Laws for Geometric Means of Free Random Variables

preprint2010arXivOpen access

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=T1∗T2∗...Tn∗Tn...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 ΛΛ. We completely determine the probability distribution νν of ΛΛ from the distribution μμ of ∣T∣2|T|^{2}. This gives us a natural map G:M+→M+\mathcal{G}:\mathcal{M_{+}}\to \mathcal{M_{+}} with μ↦G(μ)=ν.μ\mapsto \mathcal{G}(μ)=ν. 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 νν and the distribution of the Lyapunov exponents for the sequence {Tk}k=1∞\{T_{k}\}_{k=1}^{\infty} introduced in \cite{LyaV}.

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