The real powers of the convolution of a gamma distribution and a Bernoulli distribution

Abstract: In this paper, we essentially compute the set of

x, y > 0

such that the mapping

z l o n g m a p s t o B i g (1 - r + r e^{z} B i g)^{x} B i g (d i s f r a c l a m b d a l a m b d a - z B i g)^{y}

is a Laplace transform. If

X

and

Y

are two independent random variables which have respectively Bernoulli and Gamma distributions, we denote by

m u

the distribution of

X + Y .

The above problem is equivalent to finding the set of

x > 0

such that

m u^{a s t x}

exists.

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