Multiplication of free random variables and the S-transform: the case of vanishing mean
N. Raj Rao, Roland Speicher

TL;DR
This paper extends the S-transform method for free multiplicative convolution to cases where the probability measures have zero mean, clarifying its applicability and interpretation in this scenario.
Contribution
It provides a new interpretation of the S-transform for measures with vanishing mean, expanding its theoretical framework.
Findings
S-transform can be correctly interpreted for zero-mean measures
The usual formula for free multiplicative convolution remains valid in this case
Clarifies the theoretical foundation for zero-mean measures in free probability
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.
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Taxonomy
TopicsRandom Matrices and Applications · Probability and Risk Models · advanced mathematical theories
