Free infinite divisibility for beta distributions and related ones
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Publication:743510
DOI10.1214/EJP.V19-3448zbMATH Open1317.46048arXiv1305.0924MaRDI QIDQ743510FDOQ743510
Authors: Takahiro Hasebe 
Publication date: 24 September 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability density functions. Moreover, we show that the Gaussian, ultraspherical and many of Student t-distributions have free divisibility indicator 1.
Full work available at URL: https://arxiv.org/abs/1305.0924
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Infinitely divisible distributions; stable distributions (60E07) Classical hypergeometric functions, ({}_2F_1) (33C05) Free probability and free operator algebras (46L54)
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