Kanter random variable and positive free stable distributions

Nizar Demni (Rennes 1 University)

Abstract


According to a representation due to M. Kanter, the density of some power of a positive stable distribution is a completely monotone function. In this paper, we first derive its representative Bernstein measure which also describes the law of some function of a uniform random variable, referred to below as the Kanter random variable. Then, the distribution function of the latter variable is written down and gives a more explicit description of the non commutative analogue of positive stable distributions in the setting of Voiculescu's free probability theory. Analytic evidences of the occurrence of the Kanter random variable in both the classical and the free settings conclude the exposition.

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Pages: 137-149

Publication Date: March 17, 2011

DOI: 10.1214/ECP.v16-1608

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