Generalized Stieltjes transforms of compactly-supported probability distributions: further examples

DOI10.3842/SIGMA.2016.035MaRDI QIDQ274869zbMATH OpenFDO

Authors Nizar Demni

Publication date 25 April 2016

Published in SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.05770

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zbMATH Keywords

beta distributionsGauss hypergeometric functiongeneralized Stieltjes transformHumbert polynomials

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Generalized hypergeometric series, ({}_pF_q) (33C20) Classical hypergeometric functions, ({}_2F_1) (33C05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Integral transforms of special functions (44A20) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

Abstract: For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular, we retrieve the examples given by the author in a previous paper and relating generalized Stieltjes transforms of special beta distributions to powers of (ordinary) Stieltjes ones. We also provide further examples of similar relations which are motivated by the representation theory of symmetric groups. Remarkably, the power of the Stieltjes transform of the symmetric Bernoulli distribution is a generalized Stietljes transform of a probability distribution if and only if the power is greater than one. As to the free Poisson distribution, it corresponds to the product of two independent Beta distributions in $[0,1]$ while another example of Beta distributions in $[-1,1]$ is found and is related with the Shrinkage process. We close the exposition by considering the generalized Stieltjes transform of a linear functional related with Humbert polynomials and generalizing the symmetric Beta distribution.

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Cited in

(4)

• On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws
• Generalized Cauchy-Stieltjes transforms of some beta distributions
• Recursive integral equations for random weights averages: exponential functions and Cauchy distribution
• Generalized Stieltjes transform of Banch space valued distributions

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