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The norm of products of free random variables
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  • Published: 08 December 2006

The norm of products of free random variables

  • Vladislav Kargin1 

Probability Theory and Related Fields volume 139, pages 397–413 (2007)Cite this article

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Abstract

Let X i denote free identically-distributed random variables. This paper investigates how the norm of products \({\Pi_{n} = X_{1}X_{2}\cdots X_{n}}\) behaves as n approaches infinity. In addition, for positive X i it studies the asymptotic behavior of the norm of \({Y_{n} = X_{1}\circ X_{2}\circ \cdots \circ X_{n},}\) where \({\circ}\) denotes the symmetric product of two positive operators: \({A\circ B=:A^{1/2}BA^{1/2}}\) . It is proved that if EX i  = 1, then \({\left\Vert Y_{n}\right\Vert }\) is between \({c_{1}\sqrt{n}}\) and c 2 n for certain constant c 1 and c 2. For \({\left\Vert \Pi_{n}\right\Vert ,}\) it is proved that the limit of \({n^{-1}\log \left\Vert \Pi _{n}\right\Vert }\) exists and equals \({\log \sqrt{E\left( X_{i}^{\ast }X_{i}\right) }.}\) Finally, if π is a cyclic representation of the algebra generated by X i , and if ξ is a cyclic vector, then \({n^{-1}\log \left\Vert \pi \left( \Pi _{n}\right) \xi \right\Vert = \log \sqrt{E\left( X_{i}^{\ast }X_{i}\right) }}\) for all n. These results are significantly different from analogous results for commuting random variables.

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Authors and Affiliations

  1. Courant Institute of Mathematical Sciences, 109-20 71st Road, Apt. 4A, Forest Hills, NY, 11375, USA

    Vladislav Kargin

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  1. Vladislav Kargin
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Correspondence to Vladislav Kargin.

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Kargin, V. The norm of products of free random variables. Probab. Theory Relat. Fields 139, 397–413 (2007). https://doi.org/10.1007/s00440-006-0046-x

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  • Received: 06 July 2006

  • Revised: 07 November 2006

  • Published: 08 December 2006

  • Issue Date: November 2007

  • DOI: https://doi.org/10.1007/s00440-006-0046-x

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Mathematics Subject Classification (2000)

  • 46L54
  • 15A52
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