Remarks on a free analogue of the beta prime distribution
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Publication:785397
DOI10.1007/S10959-019-00924-XzbMATH Open1460.46059arXiv1906.00661OpenAlexW2947687317MaRDI QIDQ785397FDOQ785397
Authors: Hiroaki Yoshida 
Publication date: 6 August 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Abstract: We introduce the free analogue of the classical beta prime distribution by the multiplicative free convolution of the free Poisson and the reciprocal of free Poisson distributions, and related free analogues of the classical , , and beta distributions. We show the rationales of our free analogues via the score functions and the potentials. We calculate the moments of the free beta prime distribution explicitly in combinatorial by using non-crossing linked partitions, and demonstrate that the free beta prime distribution belongs to the class of the free negative binomials in the free Meixner family.
Full work available at URL: https://arxiv.org/abs/1906.00661
Recommendations
free \(F\)-distributionfree \(T\)-distributionfree beta distributionfree beta prime distributionfree Meixner familynon-crossing linked partitions
Probability distributions: general theory (60E05) Free probability and free operator algebras (46L54)
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Cited In (4)
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