New limit theorems related to free multiplicative convolution

Details New limit theorems related to free multiplicative convolution New limit theorems related to free multiplicative convolution

2011-03-31

arxiv.org/abs/1103.6156v1

Mathematics

Probability

15pages and 2 figures

Scientific paper

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

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