Densities of the Raney distributions
Probability
2017-06-20 v1 Mathematical Physics
math.MP
Abstract
We prove that if and then the sequence , , is positive definite, more precisely, is the moment sequence of a probability measure with compact support contained in . This family of measures encompasses the multiplicative free powers of the Marchenko-Pastur distribution as well as the Wigner's semicircle distribution centered at . We show that if is a rational number, , then is absolutely continuous and its density 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, 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}
}