English

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 R\mathbb{R}, 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

R2 v1 2026-06-24T04:21:40.776Z