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arxiv: 1302.3738 · v1 · pith:GJH3VAQ7new · submitted 2013-02-15 · 🧮 math.PR · math.OA

On the free Gamma distributions

classification 🧮 math.PR math.OA
keywords alphafreegammaabsolutelyanaloganalyticityasymptoticbehavior
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For each positive number $\alpha$ we study the analog $\nu_alpha$ in free probability of the classical Gamma distribution with parameter $\alpha$. We prove that $\nu_\alpha$ is absolutely continuous and establish the main properties of the density, including analyticity and unimodality. We study further the asymptotic behavior of $\nu_\alpha$ as $\alpha\downarrow0$.

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