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 , are freely infinitely divisible for . The case corresponds to the law of L\'evy's stochastic area whose probability density is . A logistic distribution, whose probability density is proportional to , 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