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


 
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1. Title Title of document Multiplication of free random variables and the S-transform: the case of vanishing mean
 
2. Creator Author's name, affiliation, country N. Raj Rao; MIT
 
2. Creator Author's name, affiliation, country Roland Speicher; Queen's University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random matrices, free probability; free multiplicative convolution
 
3. Subject Subject classification 46L54 ; 15A51; 15A52
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Research of first author supported by an Office of Naval Research Special Post-Doctoral Award under grant N00014-07-1-0269. The second author's research supported by Discovery and LSI grants from NSERC (Canada) and by a Killam Fellowship from the Canada C
 
7. Date (YYYY-MM-DD) 2007-08-15
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1274
 
10. Identifier Digital Object Identifier 10.1214/ECP.v12-1274
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 12
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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