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The free tangent law

Advances in Applied Mathematics, ISSN: 0196-8858, Vol: 121, Page: 102093
2020
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Nevanlinna-Herglotz functions play a fundamental role for the study of infinitely divisible distributions in free probability [11]. In the present paper we study the role of the tangent function, which is a fundamental Herglotz-Nevanlinna function [28,23,54], and related functions in free probability. To be specific, we show that the function tan⁡z1−xtan⁡z of Carlitz and Scoville [17, (1.6)] describes the limit distribution of sums of free commutators and anticommutators and thus the free cumulants are given by the Euler zigzag numbers.

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