On the infinite divisibility of products of powers of gamma variables

DOI10.1007/BF00534256zbMath0393.60013OpenAlexW2092728127MaRDI QIDQ4176195

Lennart Bondesson

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534256

zbMATH Keywords

Infinite DivisibilityProduct of Powers of Independent Gamma Variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (6)

A remarkable property of generalized gamma convolutions ⋮ A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables ⋮ A new proof that the product of three or more exponential random variables is moment-indeterminate ⋮ Infinite divisibility, completeness and regression properties of the univariate generalized Waring distribution ⋮ Compound Poisson models in actuarial risk theory ⋮ Classes of infinitely divisible distributions and densities

Cites Work

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• A general result on infinite divisibility
• On the infinite divisibility of the product of two \(\Gamma\)-distributed stochastical variables
• On the infinite divisibility of the ratio of two gamma-distributed variables
• Some recent results in infinite divisibility
• On generalized gamma and generalized negative binomial convolutions. Part I
• On generalized gamma and generalized negative binomial convolutions. Part II
• Some representations of stable random variables as products
• On the infinite divisbility of the Pareto distribution
• Some further results in infinite divisibility
• On the infinite divisibility of the lognormal distribution
• Proof of a conjecture of L. Bondesson concerning infinite divisibility of powers of a gamma variable

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