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Series of Free Random Variables

Hari Bercovici ()
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Hari Bercovici: Indiana University

Journal of Theoretical Probability, 2005, vol. 18, issue 4, 957-965

Abstract: We show that the three series theorem of classical probability holds for free random variables as well. Sufficiency of the three series condition was known under more general circumstances, so only necessity is at issue.

Keywords: Free random variables; three series theorem; analytic subordination; Cauchy transforms (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10959-005-7540-4

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