Taylor expansions of R-transforms, application to supports and moments
Probability
2007-05-23 v3 Operator Algebras
Abstract
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 weaker version of this result when p is odd. Then, we apply this to prove that a probability measure whose R-transform extends analytically to a ball with center zero is compactly supported, and that a free infinitely divisible distribution has a moment of order p even, if and only if its Levy measure does so. We also prove a weaker version of the last result when p is odd.
Keywords
Cite
@article{arxiv.math/0410459,
title = {Taylor expansions of R-transforms, application to supports and moments},
author = {Florent Benaych-Georges},
journal= {arXiv preprint arXiv:math/0410459},
year = {2007}
}
Comments
to appear in Indiana University Mathematics Journal