English

Densities of the Raney distributions

Probability 2017-06-20 v1 Mathematical Physics math.MP

Abstract

We prove that if p1p\ge 1 and 0<rp0< r\le p then the sequence (mp+rm)rmp+r\binom{mp+r}{m}\frac{r}{mp+r}, m=0,1,2,...m=0,1,2,..., is positive definite, more precisely, is the moment sequence of a probability measure μ(p,r)\mu(p,r) with compact support contained in [0,+)[0,+\infty). This family of measures encompasses the multiplicative free powers of the Marchenko-Pastur distribution as well as the Wigner's semicircle distribution centered at x=2x=2. We show that if p>1p>1 is a rational number, 0<rp0<r\le p, then μ(p,r)\mu(p,r) is absolutely continuous and its density Wp,r(x)W_{p,r}(x) can be expressed in terms of the Meijer and the generalized hypergeometric functions. In some cases, including the multiplicative free square and the multiplicative free square root of the Marchenko-Pastur measure, Wp,r(x)W_{p,r}(x) turns out to be an elementary function.

Keywords

Cite

@article{arxiv.1211.7259,
  title  = {Densities of the Raney distributions},
  author = {Wojciech Mlotkowski and Karol A. Penson and Karol Zyczkowski},
  journal= {arXiv preprint arXiv:1211.7259},
  year   = {2017}
}