Free infinite divisibility for beta distributions and related ones


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Please use this identifier to cite or link to this item:http://hdl.handle.net/2115/57180

Title:	Free infinite divisibility for beta distributions and related ones
Authors:	Hasebe, Takahiro Browse this author
Keywords:	Free infinite divisibility
	beta distribution
	beta prime distribution
	Student t-distribution
Issue Date:	4-Sep-2014
Publisher:	Institute of Mathematical Statistics
Journal Title:	Electronic Journal of Probability
Volume:	19
Issue:	81
Start Page:	1
End Page:	33
Publisher DOI:	10.1214/EJP.v19-3448
Abstract:	We prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability density functions. Moreover, we show that the Gaussian, many of ultraspherical and Student t-distributions have free divisibility indicator 1.
Rights:	http://creativecommons.org/licenses/by/3.0/
Type:	article
URI:	http://hdl.handle.net/2115/57180
Appears in Collections:	理学院・理学研究院 (Graduate School of Science / Faculty of Science) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

Submitter: 長谷部高広

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