TY - JOUR
T1 - Generalized stieltjes transforms of compactly-supported probability distributions
T2 - Further examples
AU - Demni, Nizar
N1 - Publisher Copyright:
© 2016, Institute of Mathematics. All rights reserved.
PY - 2016/4/12
Y1 - 2016/4/12
N2 - For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular, we retrieve the examples given by the author in a previous paper and relating generalized Stieltjes transforms of special beta distributions to powers of (ordinary) Stieltjes ones. We also provide further examples of similar relations which are motivated by the representation theory of symmetric groups. Remarkably, the power of the Stieltjes transform of the symmetric Bernoulli distribution is a generalized Stietljes transform of a probability distribution if and only if the power is greater than one. As to the free Poisson distribution, it corresponds to the product of two independent Beta distributions in [0, 1] while another example of Beta distributions in [-1, 1] is found and is related with the Shrinkage process. We close the exposition by considering the generalized Stieltjes transform of a linear functional related with Humbert polynomials and generalizing the symmetric Beta distribution.
AB - For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular, we retrieve the examples given by the author in a previous paper and relating generalized Stieltjes transforms of special beta distributions to powers of (ordinary) Stieltjes ones. We also provide further examples of similar relations which are motivated by the representation theory of symmetric groups. Remarkably, the power of the Stieltjes transform of the symmetric Bernoulli distribution is a generalized Stietljes transform of a probability distribution if and only if the power is greater than one. As to the free Poisson distribution, it corresponds to the product of two independent Beta distributions in [0, 1] while another example of Beta distributions in [-1, 1] is found and is related with the Shrinkage process. We close the exposition by considering the generalized Stieltjes transform of a linear functional related with Humbert polynomials and generalizing the symmetric Beta distribution.
KW - Beta distributions
KW - Gauss hypergeometric function
KW - Generalized stieltjes transform
KW - Humbert polynomials
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U2 - 10.3842/SIGMA.2016.035
DO - 10.3842/SIGMA.2016.035
M3 - Article
AN - SCOPUS:84963754676
SN - 1815-0659
VL - 12
JO - Symmetry, Integrability and Geometry: Methods and Applications (SIGMA)
JF - Symmetry, Integrability and Geometry: Methods and Applications (SIGMA)
M1 - 035
ER -