On the infinite divisibility of inverse beta distributions

DOI10.3150/14-BEJ654zbMath1362.60012arXiv1405.4176MaRDI QIDQ888493

Thomas Simon, Pierre Bosch

Publication date: 30 October 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.4176

zbMATH Keywords

Stieltjes transformhypergeometric seriesgamma distributionself-decomposabilitybeta distributiongeneralized gamma convolutionhyperbolically complete monotonicityLévy perpetuity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Classical hypergeometric functions, ({}_2F_1) (33C05)

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