On free infinite divisibility for classical Meixner distributions

Abstract

We prove that symmetric Meixner distributions, whose probability densities are proportional to |(t+ix)|2, are freely infinitely divisible for 0<t≤12. The case t=12 corresponds to the law of L\'evy's stochastic area whose probability density is 1(π x). A logistic distribution, whose probability density is proportional to 12(π x), is freely infinitely divisible too.

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