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arxiv: 1305.0924 · v4 · pith:7F2KMVHYnew · submitted 2013-05-04 · 🧮 math.PR · math.CV

Free infinite divisibility for beta distributions and related ones

classification 🧮 math.PR math.CV
keywords betadistributionsdivisibilityfreegammamanystudentultraspherical
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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, ultraspherical and many of Student t-distributions have free divisibility indicator 1.

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