English

Free infinite divisibility for generalized power distributions with free Poisson term

Probability 2018-10-16 v3

Abstract

We study free infinite divisibility (FID) for a class which is called generalized power distributions with free Poisson term by using a complex analytic technique and a calculation for the free cumulants and Hankel determinants. In particular, our main result implies that (i) if XX follows the free Generalized Inverse Gaussian distribution, then XrX^r follows an FID distribution when r1|r|\ge1, (ii) if SS follows the standard semicircle law and u2u\ge 2, then (S+u)r(S+u)^r follows an FID distribution when r1r\le -1, and (iii) if BpB_p follows the beta distribution with parameters pp and 3/23/2, then (a) BprB_p^r follows an FID distribution when r1|r|\ge 1 and 0<p1/20<p\le 1/2, and (b) BprB_p^r follows an FID distribution when r1r\le -1 and p>1/2p>1/2.

Keywords

Cite

@article{arxiv.1806.07738,
  title  = {Free infinite divisibility for generalized power distributions with free Poisson term},
  author = {Junki Morishita and Yuki Ueda},
  journal= {arXiv preprint arXiv:1806.07738},
  year   = {2018}
}

Comments

15 pages, 5 figures