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On free infinite divisibility for classical Meixner distributions

Probability 2014-09-12 v3 Operator Algebras

Abstract

We prove that symmetric Meixner distributions, whose probability densities are proportional to Γ(t+ix)2|\Gamma(t+ix)|^2, are freely infinitely divisible for 0<t120<t\leq\frac{1}{2}. The case t=12t=\frac{1}{2} corresponds to the law of L\'evy's stochastic area whose probability density is 1cosh(πx)\frac{1}{\cosh(\pi x)}. A logistic distribution, whose probability density is proportional to 1cosh2(πx)\frac{1}{\cosh^2(\pi x)}, is freely infinitely divisible too.

Keywords

Cite

@article{arxiv.1302.4885,
  title  = {On free infinite divisibility for classical Meixner distributions},
  author = {Marek Bozejko and Takahiro Hasebe},
  journal= {arXiv preprint arXiv:1302.4885},
  year   = {2014}
}

Comments

12 pages

R2 v1 2026-06-21T23:29:15.975Z