ON FREE INFINITE DIVISIBILITY FOR CLASSICAL MEIXNER
Abstract: We prove that symmetric Meixner distributions, whose probability densities are
proportional to , are freely infinitely divisible for . The case
corresponds to the law of Lévy’s stochastic area whose probability density is . A
logistic distribution, whose probability density is proportional to , is also freely
2000 AMS Mathematics Subject Classification: Primary: 46L54; Secondary:
Keywords and phrases: Meixner distribution, Lévy’s stochastic area, logistic
distribution, free infinite divisibility.