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arxiv: 0910.4263 · v2 · pith:76Z3P4FAnew · submitted 2009-10-22 · 🧮 math.OA · math.CO

The normal distribution is boxplus-infinitely divisible

classification 🧮 math.OA math.CO
keywords distributiondivisiblefreeinfinitelynormalclassicalconvolutionprove
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We prove that the classical normal distribution is infinitely divisible with respect to the free additive convolution. We study the Voiculescu transform first by giving a survey of its combinatorial implications and then analytically, including a proof of free infinite divisibility. In fact we prove that a subfamily Askey-Wimp-Kerov distributions are freely infinitely divisible, of which the normal distribution is a special case. At the time of this writing this is only the third example known to us of a nontrivial distribution that is infinitely divisible with respect to both classical and free convolution, the others being the Cauchy distribution and the free 1/2-stable distribution.

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