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arXiv · 1108.3438

On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws

Octavio Arizmendi·Takahiro Hasebe
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Abstract

We consider a class of probability measures $μ_{s,r}^α$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we identify $μ_{s,2}^α$ as a free compound Poisson law with Lévy measure a monotone $α$-stable law. This implies the free infinite divisibility of $μ_{s,2}^α$. Moreover, when symmetric or positive, $μ_{s,2}^α$ has a representation as the free multiplication of a free Poisson law and a monotone $α$-stable law. We also investigate the free infinite divisibility of $μ_{s,r}^α$ for $r\neq2$. Special cases include the beta distributions $B(1-\frac{1}{r},1+\frac{1}{r})$ which are freely infinitely divisible if and only if $1\leq r\leq2$.

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Octavio Arizmendi, Takahiro Hasebe. 2013-12-19. On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws. https://doi.org/10.3150/12-bej473

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