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bm-independence and central limit theorems associated with symmetric cones

Janusz Wysoczański (2007)

Banach Center Publications

We present a generalization of the classical central limit theorem to the case of non-commuting random variables which are bm-independent and indexed by a partially ordered set. As the set of indices I we consider discrete lattices in symmetric positive cones, with the order given by the cones. We show that the limit measures have moments which satisfy recurrences generalizing the recurrence for the Catalan numbers.

Central limit theorems for the brownian motion on large unitary groups

Florent Benaych-Georges (2011)

Bulletin de la Société Mathématique de France

In this paper, we are concerned with the large n limit of the distributions of linear combinations of the entries of a Brownian motion on the group of n × n unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one. Various scales of time and various initial distributions are considered, giving rise to various limit processes, related to the geometric construction of the unitary Brownian motion. As an application, we propose a very short proof of the asymptotic...

Computation of some examples of Brown's spectral measure in free probability

Philippe Biane, Franz Lehner (2001)

Colloquium Mathematicae

We use free probability techniques to compute spectra and Brown measures of some non-hermitian operators in finite von Neumann algebras. Examples include u + u where uₙ and u are the generators of ℤₙ and ℤ respectively, in the free product ℤₙ*ℤ, or elliptic elements of the form S α + i S β where S α and S β are free semicircular elements of variance α and β.

Differential independence via an associative product of infinitely many linear functionals

Takahiro Hasebe (2011)

Colloquium Mathematicae

We generalize the infinitesimal independence appearing in free probability of type B in two directions: to higher order derivatives and other natural independences: tensor, monotone and Boolean. Such generalized infinitesimal independences can be defined by using associative products of infinitely many linear functionals, and therefore the associated cumulants can be defined. These products can be seen as the usual natural products of linear maps with values in formal power series.

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