On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws

被引:13
作者
Arizmendi, Octavio [1 ]
Hasebe, Takahiro [2 ]
机构
[1] Univ Saarland, D-66123 Saarbrucken, Germany
[2] Kyoto Univ, Grad Sch Sci, Kyoto 6068502, Japan
关键词
beta distribution; free infinite divisibility; free Poisson law; monotone stable law; COMMUTING RANDOM-VARIABLES; FREE INFINITE-DIVISIBILITY; FREE CONVOLUTION; S-TRANSFORM; MULTIPLICATION; PROBABILITY; NUMBERS;
D O I
10.3150/12-BEJ473
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a class of probability measures mu(alpha)(s,r) have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we identify mu(alpha)(s,2) as a free compound Poisson law with Levy measure a monotone alpha-stable law. This implies the free infinite divisibility of mu(alpha)(s,2). Moreover, when symmetric or positive, mu(alpha)(s,2) has a representation as the free multiplication of a free Poisson law and a monotone alpha-stable law. We also investigate the free infinite divisibility of mu(alpha)(s,r) for r not equal 2. Special cases include the beta distributions B(1 - 1/r, 1 + 1/r) which are freely infinitely divisible if and only if 1 <= r <= 2.
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页码:2750 / 2767
页数:18
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