Infinite divisibility of interpolated gamma powers

DOI10.1016/J.JMAA.2013.03.066MaRDI QIDQ2257130zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

infinite divisibilitygamma distributioncomplete monotonicitygeneralized gamma convolutionspowers of random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

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• Bernstein functions. Theory and applications
• Distribution functions of means of a Dirichlet process
• Exercises in Probability
• Generalized gamma convolutions and related classes of distributions and densities
• Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
• Proof of a conjecture of L. Bondesson concerning infinite divisibility of powers of a gamma variable
• Stochastic analysis in discrete and continuous settings. With normal martingales.

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• Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions.
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