On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws

DOI10.3150/12-BEJ473MaRDI QIDQ2435259zbMATH OpenOpenAlexFDO

Authors Octavio Arizmendi, Takahiro Hasebe

Publication date 4 February 2014

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.3438

zbMATH Keywords

beta distributionfree infinite divisibilityfree Poisson lawmonotone stable law

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54) Infinitely divisible distributions; stable distributions (60E07)

Abstract: We consider a class of probability measures $m{u}_{s,r}^{alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we identify $m{u}_{s,2}^{alpha}$ as a free compound Poisson law with L'{e}vy measure a monotone $alpha$-stable law. This implies the free infinite divisibility of $m{u}_{s,2}^{alpha}$. Moreover, when symmetric or positive, $m{u}_{s,2}^{alpha}$ has a representation as the free multiplication of a free Poisson law and a monotone $alpha$-stable law. We also investigate the free infinite divisibility of $m{u}_{s,r}^{alpha}$ for $req2$. Special cases include the beta distributions $B(1-frac1r,1+frac1r)$ which are freely infinitely divisible if and only if $1leqrleq2$.

Review text

The authors consider a class of probability measures which have explicit Cauchy-Stieltjes transforms, and study their infinite divisibility property. This class admits representations as the free multiplication of a free Poisson law and a monotone stable law.

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Cited in

(15)

• The free tangent law
• Free subordination and Belinschi-Nica semigroup
• Generalized Cauchy-Stieltjes transforms of some beta distributions
• Classical scale mixtures of Boolean stable laws
• Cauchy transforms of measures viewed as some functionals of Fourier transforms
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