A characterization of the gamma distribution from a random difference equation

DOI10.2307/3214241MaRDI QIDQ3780178zbMATH OpenOpenAlexFDO

Authors Eric S. Tollar

Publication date 1988

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214241

zbMATH Keywords

asymptotic independencecharacterization of the gamma distributionrandom difference equations

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic analysis (60H99)

Recommendations

• A note on gamma difference distributions
• Stochastic difference equations and generalized gamma distributions
• scientific article; zbMATH DE number 4098494
• A characterization of the gamma distribution
• A Characterization of the Generalized Gamma Distribution
• On an inequality and the related characterization of the gamma distribution
• On characterizations of gamma distribution
• A functional equation and its application to the characterization of gamma distributions
• Note on a characterization of gamma distributions

Cited in

(6)

• Asymptotic \(\Gamma\)-distribution for stochastic difference equations
• Characterizations of the Poisson process as a renewal process via two conditional moments
• An n-variate characterization of the gamma and the complex Wishart densities
• A note on gamma difference distributions
• Random difference equations with subexponential innovations
• On the gamma difference distribution

This page was built for publication: A characterization of the gamma distribution from a random difference equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3780178)