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On Operator-Valued Semicircular Random Variables

Mohsen Soltanifar ()
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Mohsen Soltanifar: University of Saskatchewan

Journal of Theoretical Probability, 2014, vol. 27, issue 1, 41-56

Abstract: 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.

Keywords: Semicircular distributions; Operator-valued non-commutative probability; Cauchy–Stieltjes transform; Continued fractions; 60B05; 30E20; 30B70; 47B80 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10959-012-0406-7

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