Mlotkowski, Wojciech; Penson, Karol A.; Życzkowski, Karol

Densities of the Raney distributions

Doc. Math., J. DMV 18, 1573-1596 (2013)

Summary

Summary: We prove that if $p\ge1$ and $0< r\le p$ then the sequence $\binom{mp+r}m\frac{r}{mp+r}$ is positive definite. More precisely, it is the moment sequence of a probability measure $\mu(p,r)$ with compact support contained in $[0,+\infty)$. This family of measures encompasses the multiplicative free powers of the Marchenko-Pastur distribution as well as the Wigner's semicircle distribution centered at $x=2$. We show that if $p>1$ is a rational number and $0<r\le p$ then $\mu(p,r)$ is absolutely continuous and its density $W_{p,r}(x)$ can be expressed in terms of the generalized hypergeometric functions. In some cases, including the multiplicative free square and the multiplicative free square root of the Marchenko-Pastur measure, $W_{p,r}(x)$ turns out to be an elementary function.

Mathematics Subject Classification

44A60, 33C20

Keywords/Phrases

Mellin convolution, free convolution, meijer G-function, generalized hypergeometric function

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