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Generalized Meixner-type free gamma distributions:convolution formulas and potential correspondence

Published 21 Aug 2025 in math.PR and math.OA | (2508.15585v1)

Abstract: We introduce and study a class of generalized Meixner-type free gamma distributions μt,θ,λ\mu_{t,\theta,\lambda} ($t,\theta&gt;0$ and λ1\lambda\ge 1), which includes both the free gamma distributions introduced by Anshelevich and certain scaled free beta prime distributions introduced by Yoshida. We investigate fundamental properties and mixture structures of these distributions. In particular, we consider the Gibbs distribution 1Z<em>t,θ,λexpV</em>t,θ,λ(x)\frac{1}{\mathcal{Z}<em>{t,\theta,\lambda}} \exp{-V</em>{t,\theta,\lambda}(x)} associated with a family of potentials Vt,θ,λV_{t,\theta,\lambda}, and show that μt,θ,λ\mu_{t,\theta,\lambda} maximizes Voiculescu's free entropy with potential Vt,θ,λV_{t,\theta,\lambda} for parameters $t,\theta&gt;0$ and $1\le \lambda&lt;1+t/\theta$. This result substantially extends the range of classcal-free correspondences obtained the potential function, differing from those arising from the Bercovici-Pata bijection. Moreover, we identify algebraic relations involving noncommutative random variables distributed as free gamma distributions.

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