English

Free infinite divisibility for powers of random variables

Probability 2019-05-28 v3 Operator Algebras

Abstract

We prove that XrX^r follows an FID distribution if: (1) XX follows a free Poisson distribution without an atom at 0 and r(,0][1,)r\in(-\infty,0]\cup[1,\infty); (2) XX follows a free Poisson distribution with an atom at 0 and r1r\geq1; (3) XX follows a mixture of some HCM distributions and r1|r|\geq1; (4) XX follows some beta distributions and rr is taken from some interval. In particular, if SS is a standard semicircular element then Sr|S|^r is freely infinitely divisible for r(,0][2,)r\in(-\infty,0]\cup[2,\infty). Also we consider the symmetrization of the above probability measures, and in particular show that Srsign(S)|S|^r \,\text{sign}(S) is freely infinitely divisible for r2r\geq2. Therefore SnS^n is freely infinitely divisible for every nNn\in\mathbb N. The results on free Poisson and semicircular random variables have a good correspondence with classical ID properties of powers of gamma and normal random variables.

Keywords

Cite

@article{arxiv.1509.08614,
  title  = {Free infinite divisibility for powers of random variables},
  author = {Takahiro Hasebe},
  journal= {arXiv preprint arXiv:1509.08614},
  year   = {2019}
}

Comments

24 pages, 24 figures. The statement of Theorem 3.5 is modified (weakened) because an error was found in the proof of a part of Theorem 3.5 in the published version