Free infinite divisibility for beta distributions and related ones
Abstract
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, many of ultraspherical and Student t-distributions have free divisibility indicator 1.
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Pages: 1-33
Publication Date: September 4, 2014
DOI: 10.1214/EJP.v19-3448
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