The so-called Bercovici-Pata bijection maps the set of classical infinitely divisible laws to the set of free infinitely divisible laws. The purpose of this work is to study the free infinitely divisible laws corresponding to the classical Generalized Gamma Convolutions (GGC). Characterizations of their free cumulant transforms are derived as well as free integral representations with respect t...

Let us recall some basics on infinitely divisible probability distributions or laws. We denote the set of strictly positive integers by N∗. Definition A distribution G is called infinitely divisible if for all n ∈ N∗ there exists a distribution Gn such that G equals the n-fold convolution of Gn with itself, denoted as (Gn) . In other words, the distribution of a random variable S is infinitely ...

For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments. The purpose of this note is to further visit the concentration phenomenon for infinitely divisible vectors with independent components in an attempt to obtain dimension free concentration. Let X ∼ ID(γ...

We consider the independent sum of a given random variable with a Gaussian variable and an infinitely divisible one. We find a novel tight upper bound on the entropy of the sum which still holds when the variable possibly has an infinite second moment. The proven bound has several implications on both information theoretic problems and infinitely divisible noise channels’ transmission rates.