Multiplication of free random variables and the S-transform:: The case of vanishing mean

被引：26
作者：
Rao, N. Raj
Speicher, Roland
机构：
[1] MIT, Dept Math, Cambridge, MA 02139 USA
[2] Queens Univ, Dept Math & Stat, Kingston, ON K7L 3N6, Canada
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2007年 / 12卷
关键词：
random matrices; free probability; free multiplicative convolution;
D O I：
10.1214/ECP.v12-1274
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This note extends Voiculescu's S-transform based analytical machinery for free multiplicative convolution to the case where the mean of the probability measures vanishes. We show that with the right interpretation of the S-transform in the case of vanishing mean, the usual formula makes perfectly good sense.
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页码：248 / 258
页数：11
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