On Free and Classical Type G Distributions

نویسندگان

  • Octavio Arizmendi
  • Ole E. Barndorff-Nielsen
  • Víctor Pérez-Abreu
چکیده

There is a one-to-one correspondence between classical one-dimensional infinitely divisible distributions and free infinitely divisible distributions. In this work we study the free infinitely divisible distributions corresponding to the one-dimensional type  distributions. A new characterization of classical type  distributions is given first and the class of type  classical infinitely divisible distributions is introduced. The corresponding free type  distributions are studied and the role of a special symmetric beta distribution is shown as a building block for free type  distributions. It is proved that this symmetric beta distribution is the free multiplicative convolution of an arcsine distribution with the Marchenko-Pastur distribution.

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تاریخ انتشار 2010