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 Electronic Communications in Probability > Vol. 12 (2007) > Paper 24 open journal systems 


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

N. Raj Rao, MIT
Roland Speicher, Queen's University


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.


Full text: PDF

Pages: 248-258

Published on: August 15, 2007
Bibliography
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Electronic Communications in Probability. ISSN: 1083-589X