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arxiv: 1806.07738 · v3 · pith:5IYIALUQnew · submitted 2018-06-20 · 🧮 math.PR

Free infinite divisibility for generalized power distributions with free Poisson term

classification 🧮 math.PR
keywords followsdistributionfreewhengeneralizedthendistributionsdivisibility
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We study free infinite divisibility (FID) for a class which is called generalized power distributions with free Poisson term by using a complex analytic technique and a calculation for the free cumulants and Hankel determinants. In particular, our main result implies that (i) if $X$ follows the free Generalized Inverse Gaussian distribution, then $X^r$ follows an FID distribution when $|r|\ge1$, (ii) if $S$ follows the standard semicircle law and $u\ge 2$, then $(S+u)^r$ follows an FID distribution when $r\le -1$, and (iii) if $B_p$ follows the beta distribution with parameters $p$ and $3/2$, then (a) $B_p^r$ follows an FID distribution when $|r|\ge 1$ and $0<p\le 1/2$, and (b) $B_p^r$ follows an FID distribution when $r\le -1$ and $p>1/2$.

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