New limit theorems related to free multiplicative convolution

preprint2013arXivOpen access

Abstract

Let ⊞\boxplus, ⊠\boxtimes and ⊎\uplus be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure μμ on [0,∞)[0,\infty) with finite second moment, we find the scaling limit of (μ⊠N)⊞N(μ^{\boxtimes N})^{\boxplus N} as NN goes to infinity. The R\mathcal{R}--transform of the limit distribution can be represented by the Lambert's WW function. We also find similar limit theorem by replacing the free additive convolution with the boolean convolution.

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