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The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory
The infinite divisibility orthogonal polynomials a constant recursion formula
2009/9/21
We calculate Voicdescu's R-transform of the compactly
supported probability measure on R induced from the orthogonal
polynomials with a constant recursion formula, and investigate its
infinite divi...
A recursion formula for expected negative and positive powers of the central Wishart distribution
Haff’s Fundamental Identity matrix differentiation central Wishart distribution
2009/2/23
We use Haff’s fundamental identity to express the expectation of Sp in lower-order terms, where Sfollows the central Wishart distribution.