On operator-valued semicircular random variables

DOI10.1007/S10959-012-0406-7MaRDI QIDQ457090zbMATH OpenOpenAlexFDO

Authors Mohsen Soltanifar

Publication date 26 September 2014

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1109.4973

zbMATH Keywords

continued fractionsCauchy-Stieltjes transformoperator-valued non-commutative probabilitysemicircular distributions

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Continued fractions; complex-analytic aspects (30B70) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Random linear operators (47B80)

Abstract: In this paper, we discuss some special properties of operator- valued semicircular random variables including representation of the Cauchy transform of a compactly supported probability measure in terms of their operator-valued Cauchy transforms and existence of nonzero discrete part of their associated distributions.

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Cites work

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Cited in

(4)

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• Free random variables followed by the semicircular law
• Operator-valued semicircular distribution and its asymptotically free matrix models
• Multi variable semicircular processes from \(\ast\)-homomorphisms and operators

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