Free infinite divisibility for powers of random variables
Abstract
We prove that follows an FID distribution if: (1) follows a free Poisson distribution without an atom at 0 and ; (2) follows a free Poisson distribution with an atom at 0 and ; (3) follows a mixture of some HCM distributions and ; (4) follows some beta distributions and is taken from some interval. In particular, if is a standard semicircular element then is freely infinitely divisible for . Also we consider the symmetrization of the above probability measures, and in particular show that is freely infinitely divisible for . Therefore is freely infinitely divisible for every . 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