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2014 Free infinite divisibility for beta distributions and related ones
Takahiro Hasebe
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Electron. J. Probab. 19: 1-33 (2014). DOI: 10.1214/EJP.v19-3448

Abstract

We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability density functions. Moreover, we show that the Gaussian, many of ultraspherical and Student t-distributions have free divisibility indicator 1.

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Takahiro Hasebe. "Free infinite divisibility for beta distributions and related ones." Electron. J. Probab. 19 1 - 33, 2014. https://doi.org/10.1214/EJP.v19-3448

Information

Accepted: 4 September 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1317.46048
MathSciNet: MR3256881
Digital Object Identifier: 10.1214/EJP.v19-3448

Subjects:
Primary: 46L54
Secondary: 30B40, 33C05, 60E07

JOURNAL ARTICLE
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