The normal distribution is \(\boxplus\)-infinitely divisible (Q626126)

One of the most striking parallels between classical and free probability is the Bercovici-Pata bijection, which provides a correspondence between classically and freely infinitely divisible distributions. The most well-known example of this phenomenon is the Gaussian distribution, which in free probability corresponds to Wigner's semicircle law. However, it does not seem that the Gaussian distribution itself plays any role in free probability theory. Nevertheless, the surprising result of the paper under review is that the Gaussian distribution is freely infinitely divisible. The proof of the main result uses techniques from complex analysis, and relies on an analytic characterization of freely infinitely divisible distributions due to Bercovici and Voiculescu. The authors also study the sequence of free cumulants of the Gaussian distribution from a combinatorial perspective. These numbers enumerate connected pairings, and are shown to be related to the Hilbert series of the Loday-Ronco Hopf algebra. In a recent paper [\textit{M. Anshelevich, S. T. Belinschi, M. Bożejko} and \textit{F. Lehner}, Math. Res. Lett. 17, No. 5, 905--916 (2010; Zbl 1226.46057)] have extended their method to show that the \(q\)-Gaussian distributions are freely infinitely divisible for all \(q\) in \([0,1]\).