Infinite divisibility of interpolated gamma powers
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Publication:2257130
DOI10.1016/J.JMAA.2013.03.066zbMATH Open1306.60004OpenAlexW2028615586MaRDI QIDQ2257130FDOQ2257130
Authors: Nicolas Privault, Dichuan Yang 
Publication date: 24 February 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.03.066
Recommendations
infinite divisibilitygamma distributioncomplete monotonicitygeneralized gamma convolutionspowers of random variables
Cites Work
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- Exercises in Probability
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- Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
- Generalized gamma convolutions and related classes of distributions and densities
- Proof of a conjecture of L. Bondesson concerning infinite divisibility of powers of a gamma variable
Cited In (8)
- Infinitely divisible multivariate and matrix gamma distributions
- Classes of infinitely divisible distributions and examples
- Variance-GGC asset price models and their sensitivity analysis
- On the infinite divisibility of inverse beta distributions
- On a family of indeterminate distributions
- Title not available (Why is that?)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions.
- Infinite divisibility of the Whittaker distribution
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