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arXiv · 2107.09473

On freely quasi-infinitely divisible distributions

Ikkei Hotta·Wojciech Młotkowski·Noriyoshi Sakuma·Yuki Ueda
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Abstract

Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type representation with signed L\'{e}vy measure. We prove several properties of the FQID class, some of them in contrast to those of the QID class. For example, a FQID distribution may have negative Gaussian part, and the total mass of its signed L\'{e}vy measure may be negative. Finally, we extend the Bercovici-Pata bijection, providing a characteristic triplet, with the L\'{e}vy measure having nonzero negative part, which is at the same time classical and free characteristic triplet.

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Ikkei Hotta, Wojciech Młotkowski, Noriyoshi Sakuma, Yuki Ueda. 2021-07-20. On freely quasi-infinitely divisible distributions. https://arxiv.org/abs/2107.09473

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