Narrow Results

In this paper, we shall construct probability measures on ℂ, which can be expressed by the Mellin convolution product of the modified Bessel functions. Our measures on ℂ are related to the Jacobi–Szegö parameters for the continuous dual Hahn polynomials S_n(x², a, b, c) under the special choice of parameters a, b, c. This paper contains new materials which go further than our previous results in Ref.7. The most interesting thing is that the Mellin convolution of two modified Bessel functions can again be expressed in terms of the modified Bessel functions, by choosing parameters a, b, c appropriately. The origin of our research in this direction goes back to the Bargmann–Fock representation of the classical non-Gaussian random variables.^5–8 Our results would have a potential to be related to the higher powers of creation and annihilation operators acting on a new class of interacting Fock spaces.

We prove that the binomial sequence is positive definite if and only if either p ≥ 1, -1 ≤ r ≤ p - 1 or p ≤ 0, p - 1 ≤ r ≤ 0 and that the Raney sequence is positive definite if and only if either p ≥ 1, 0 ≤ r ≤ p or p ≤ 0, p - 1 ≤ r ≤ 0 or else r = 0. The corresponding probability measures are denoted by ν(p, r) and μ(p, r) respectively. We prove that if p > 1 is rational and -1 < r ≤ p - 1 then the measure ν(p, r) is absolutely continuous and its density V_p,r(x) can be represented as Meijer G-function. In some cases V_p,r is an elementary function. We show that for p > 1 the measures ν(p,-1) and ν(p,0) are certain free convolution powers of the Bernoulli distribution.