On the free Lévy measure of the normal distribution

DOI10.1214/23-EJP1035OpenAlexW4388411933MaRDI QIDQ6136794FDOQ6136794

Authors Takahiro Hasebe, Yuki Ueda 

Publication date 17 January 2024

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2303.13926

zbMATH Keywords

normal distributionCauchy transformfree probability theoryfree Lévy measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Analytic continuation of functions of one complex variable (30B40) Free probability and free operator algebras (46L54)

Abstract: Belinschi et al. [Adv. Math., 226 (2011), 3677--3698] proved that the normal distribution is freely infinitely divisible. This paper establishes a certain monotonicity, real analyticity and asymptotic behavior of the density of the free L'{e}vy measure. The monotonicity property strengthens the result in Hasebe et al. [Int. Math. Res. Not. (2019), 1758--1787] that the normal distribution is freely selfdecomposable.

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