On freely quasi-infinitely divisible distributions

Abstract

Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free Lévy-Khintchine-type representation with signed Lévy measure. We prove several properties of the FQID class, some of them in contrast to those of the QID class. For example, a FQID distribution may have negative Gaussian part, and the total mass of its signed Lévy measure may be negative. Finally, we extend the Bercovici-Pata bijection, providing a characteristic triplet, with the Lévy measure having nonzero negative part, which is at the same time classical and free characteristic triplet.

arXiv comment33 pages, 3 figures

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