Conjectures on free infinite divisibility of beta, beta prime, and gamma distributions

Let βp,q\bm{\beta}_{p,q} and βp,q\bm{\beta}'_{p,q} denote the beta and beta prime distributions, respectively, and let γp\bm{\gamma}_p denote the gamma distribution, with parameters in the positive reals. A probability distribution is freely infinitely divisible (FID) if it is infinitely divisible with respect to free convolution. The beta, beta prime, and gamma conjectures. The following assertions are conjectured:

  1. βp,q\bm{\beta}_{p,q} and βp,q\bm{\beta}'_{p,q} are not FID for p(12,32)p\in(\frac{1}{2},\frac{3}{2}) and q>0q>0.
  2. βp,q\bm{\beta}_{p,q} is FID if (p,q)(0,12]×[32,2](p,q)\in(0,\frac{1}{2}]\times[\frac{3}{2},2] or if (p,q)[32,2]×(0,12](p,q)\in[\frac{3}{2},2]\times(0,\frac{1}{2}].
  3. γp\bm{\gamma}_p is not FID for p(12,32)p\in(\frac{1}{2},\frac{3}{2}).

These claims extend known non-FID results for special beta parameter families and propose further parameter ranges of free infinite divisibility and non-divisibility. The source does not establish the assertions in general.

Sources & referencesView supporting material

Primary source

Takahiro Hasebe, “Free infinite divisibility for beta distributions and related ones”, arXiv:1305.0924 (2014).

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