Products of free random variables and $k$-divisible non-crossing partitions
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1. | Title | Title of document | Products of free random variables and $k$-divisible non-crossing partitions |
2. | Creator | Author's name, affiliation, country | Octavio Arizmendi; Universität des Saarlandes; Germany |
2. | Creator | Author's name, affiliation, country | Carlos Vargas; Universität des Saarlandes; Germany |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Free Probability; Free multiplicative convolution; Non-crossing partitions |
3. | Subject | Subject classification | 46L54; 15A52 |
4. | Description | Abstract | We derive a formula for the moments and the free cumulants of the multiplication of $k$ free random variables in terms of $k$-equal and $k$-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 $\mu^{\boxtimes k}$, given by Kargin, which show that the support grows at most linearly with $k$. 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | First author supported by DFG - Deutsche Forschungsgemeinschaft, Project SP419/8-1. Second author supported by the Mexican National Council of Science and Technology (CONACYT) ref. 214839/310129. |
7. | Date | (YYYY-MM-DD) | 2012-02-25 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1773 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v17-1773 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 17 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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