Free infinite divisibility for beta distributions and related ones

DOI10.1214/EJP.V19-3448zbMATH Open1317.46048MaRDI QIDQ743510FDOQ743510

Authors Takahiro Hasebe

Publication date 24 September 2014

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

Full work available at URL https://arxiv.org/abs/1305.0924

zbMATH Keywords

beta distributionbeta prime distributionfree infinite divisibilitystudent \(t\)-distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Classical hypergeometric functions, ({}_2F_1) (33C05) Free probability and free operator algebras (46L54)

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.

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Cited in

(18)

• On freely quasi-infinitely divisible distributions
• On the non-classical infinite divisibility of power semicircle distributions
• On free infinite divisibility for classical Meixner distributions
• Free infinite divisibility for ultrasphericals
• On free and classical type \(G\) distributions
• A Berry-Esseen type limit theorem for Boolean convolution
• Free self-decomposability and unimodality of the Fuss-Catalan distributions
• On free generalized inverse Gaussian distributions
• The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory
• Free infinite divisibility for generalized power distributions with free Poisson term
• Limit theorems for free Lévy processes
• On the infinite divisibility of inverse beta distributions
• Classical scale mixtures of Boolean stable laws
• On the free Lévy measure of the normal distribution
• Remarks on a free analogue of the beta prime distribution
• Free subordination and Belinschi-Nica semigroup
• Free infinite divisibility for powers of random variables
• Free infinite divisibility of free multiplicative mixtures of the Wigner distribution

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