On Asymptotic Growth of the Support of Free Multiplicative Convolutions

Vladislav Kargin (Courant Institute of Mathematical Sciences)

Abstract


Let $\mu$ be a compactly supported probability measure on $\mathbb{R}^{+}$ with expectation $1$ and variance $V.$ Let $\mu _{n}$ denote the $n$-time free multiplicative convolution of measure $\mu $ with itself. Then, for large $n$ the length of the support of $\mu _{n}$ is asymptotically equivalent to $eVn$, where $e$ is the base of natural logarithms, $ e=2.71\ldots $.

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Pages: 415-421

Publication Date: July 9, 2008

DOI: 10.1214/ECP.v13-1396

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