Open Access
2007 Multiplication of free random variables and the S-transform: the case of vanishing mean
N. Raj Rao, Roland Speicher
Author Affiliations +
Electron. Commun. Probab. 12: 248-258 (2007). DOI: 10.1214/ECP.v12-1274

Abstract

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.

Citation

Download Citation

N. Raj Rao. Roland Speicher. "Multiplication of free random variables and the S-transform: the case of vanishing mean." Electron. Commun. Probab. 12 248 - 258, 2007. https://doi.org/10.1214/ECP.v12-1274

Information

Accepted: 15 August 2007; Published: 2007
First available in Project Euclid: 6 June 2016

zbMATH: 1133.46038
MathSciNet: MR2335895
Digital Object Identifier: 10.1214/ECP.v12-1274

Subjects:
Primary: 46L54
Secondary: 15A51 , 15A52

Keywords: free multiplicative convolution , Free probability , random matrices

Back to Top