Unimodality of the freely selfdecomposable probability laws
We show that any freely selfdecomposable probability law is unimodal. This is the free probabilistic analog of Yamazato's result in [Ann. Probab. 6 (1978), 523-531].
math.PR↗
arXiv subjects
Steen Thorbjornsen
Publications and source records attributed to Steen Thorbjornsen.
On the free Gamma distributions
For each positive number $α$ we study the analog $ν_alpha$ in free probability of the classical Gamma distribution with parameter $α$. We prove that $ν_α$ is absolutely continuous and establish the main properties of the density, including analyticity and unimodality. We study further the asymptotic behavior of $ν_α$ as $α\downarrow0$.
math.PR↗
A new application of Random Matrices: Ext(C*_{red}(F_2)) is not a group
In the process of developing the theory of free probability and free entropy, Voiculescu introduced in 1991 a random matrix model for a free semicircular system. Since then, random matrices have played a key role in von Neumann algebra theory (cf. [V8], [V9]). The main result of this paper is the following extension of Voiculescu's random matrix result: Let X_1^(n),...,X_r^(n) be a system of r stochastically independent n by n Gaussian self-adjoint random matrices as in Voiculescu's random matrix paper [V4], and let (x_1,...,x_r) be a semi-circular system in a C*-probability space. Then for every polynomial p in r noncommuting variables lim_{n->oo}||p(X_1^(n),...,X_r^(n))|| = ||p(x_1,...,x_r)||, for almost all omega in the underlying probability space. We use the result to show that the Ext-invariant for the reduced C*-algebra of the free group on 2 generators is not a group but only a semi-group. This problem has been open since Anderson in 1978 found the first example of a C*-algebra A for which Ext(A) is not a group.
math.OA↗
A Random Matrix Approach to the Lack of Projections in C*_red(F_2)
In 1982 Pimsner and Voiculescu computed the K_0- and K_1-groups of the reduced group C*-algebra C*_red(F_k) of the free group F_k on k generators and settled thereby a long standing conjecture: C*_red(F_k) has no projections except for the trivial projections 0 and 1. Later simpler proofs of this conjecture were found by methods from K-theory or from non-commutative differential geometry. In this paper we provide a new proof of the fact that C*_red(F_k) is projectionless. The new proof is based on random matrices and is obtained by a refinement of the methods recently used by the first and the third named author to show that the semigroup Ext(C*_red(F_k)) is not a group for k >= 2. By the same type of methods we also obtain that two phenomena proved by Bai and Silverstein for certain classes of random matrices: ``no eigenvalues outside (a small neighbourhood of) the support of the limiting distribution'' and ``exact separation of eigenvalues by gaps in the limiting distribution'' also hold for arbitrary non-commutative selfadjoint polynomials of independent GUE, GOE or GSE random matrices with matrix coefficients.
math.OA↗