On freely quasi-infinitely divisible distributions
Probability
2022-03-10 v2
Abstract
Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on , i.e. distributions which admit the free L\'{e}vy-Khintchine-type representation with signed L\'{e}vy measure. We prove several properties of the FQID class, some of them in contrast to those of the QID class. For example, a FQID distribution may have negative Gaussian part, and the total mass of its signed L\'{e}vy measure may be negative. Finally, we extend the Bercovici-Pata bijection, providing a characteristic triplet, with the L\'{e}vy measure having nonzero negative part, which is at the same time classical and free characteristic triplet.
Cite
@article{arxiv.2107.09473,
title = {On freely quasi-infinitely divisible distributions},
author = {Ikkei Hotta and Wojciech Młotkowski and Noriyoshi Sakuma and Yuki Ueda},
journal= {arXiv preprint arXiv:2107.09473},
year = {2022}
}
Comments
33 pages, 3 figures