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On free infinite divisibility for classical Meixner distributions

Published 20 Feb 2013 in math.PR and math.OA | (1302.4885v3)

Abstract: We prove that symmetric Meixner distributions, whose probability densities are proportional to $|\Gamma(t+ix)|2$, are freely infinitely divisible for $0<t\leq\frac{1}{2}$. The case $t=\frac{1}{2}$ corresponds to the law of L\'evy's stochastic area whose probability density is $\frac{1}{\cosh(\pi x)}$. A logistic distribution, whose probability density is proportional to $\frac{1}{\cosh2(\pi x)}$, is freely infinitely divisible too.

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