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Free infinite divisibility for beta distributions and related ones

Published 4 May 2013 in math.PR and math.CV | (1305.0924v4)

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, ultraspherical and many of Student t-distributions have free divisibility indicator 1.

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