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

Published 17 Aug 2011 in math.PR, math.ST, and stat.TH | (1108.3438v3)

Abstract: We consider a class of probability measures $\mu_{s,r}{\alpha}$ 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 $\mu_{s,2}{\alpha}$ as a free compound Poisson law with L\'{e}vy measure a monotone $\alpha$-stable law. This implies the free infinite divisibility of $\mu_{s,2}{\alpha}$. Moreover, when symmetric or positive, $\mu_{s,2}{\alpha}$ has a representation as the free multiplication of a free Poisson law and a monotone $\alpha$-stable law. We also investigate the free infinite divisibility of $\mu_{s,r}{\alpha}$ 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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