Convolution and Limit Theorems for Conditionally Free Random Variables
Abstract
We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and from an analytic point of view, by presenting the basic formula for its
R
-transform. We calculate explicitly the distributions of the conditionally free Gaussian and conditionally free Poisson distribution.