On free infinite divisibility for classical Meixner distributions

preprint2014arXivOpen access

Abstract

We prove that symmetric Meixner distributions, whose probability densities are proportional to ∣Γ(t+ix)∣2|Γ(t+ix)|^2, are freely infinitely divisible for 0<t≤120<t\leq\frac{1}{2}. The case t=12t=\frac{1}{2} corresponds to the law of Lévy's stochastic area whose probability density is 1cosh⁡(πx)\frac{1}{\cosh(πx)}. A logistic distribution, whose probability density is proportional to 1cosh⁡2(πx)\frac{1}{\cosh^2(πx)}, is freely infinitely divisible too.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.