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math.PR2004
Taylor expansions of R-transforms, application to supports and moments
Florent Benaych-Georges
We prove that a probability measure on the real line has a moment of order p (even integer), if and only if its R-transform admits a Taylor expansion with p terms. We also prove a…
math.PR2004★ 19 cited
Classical and free infinitely divisible distributions and random matrices
Florent Benaych-Georges
We construct a random matrix model for the bijection Ψbetween clas- sical and free infinitely divisible distributions: for every d\geq1, we associate in a quite natural way to each…