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

preprint2013arXivOpen access

Abstract

We consider a class of probability measures μs,rαμ_{s,r}^α 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 μs,2αμ_{s,2}^α as a free compound Poisson law with Lévy measure a monotone αα-stable law. This implies the free infinite divisibility of μs,2αμ_{s,2}^α. Moreover, when symmetric or positive, μs,2αμ_{s,2}^α has a representation as the free multiplication of a free Poisson law and a monotone αα-stable law. We also investigate the free infinite divisibility of μs,rαμ_{s,r}^α for r≠2r\neq2. Special cases include the beta distributions B(1−1r,1+1r)B(1-\frac{1}{r},1+\frac{1}{r}) which are freely infinitely divisible if and only if 1≤r≤21\leq r\leq2.

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