Theory of Barnes beta distributions

DOI10.1214/ECP.V18-2445MaRDI QIDQ743028zbMATH OpenFDO

Authors D. Ostrovski

Publication date 22 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.4422

zbMATH Keywords

Mellin transforminfinite divisibilitymultiple gamma functionSelberg integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Functional equations in the complex plane, iteration and composition of analytic functions of one complex variable (30D05) Multiple Dirichlet series and zeta functions and multizeta values (11M32) Gamma, beta and polygamma functions (33B15)

Abstract: A new family of probability distributions $$ $M=0cdotsN,$ $NinmathbbN$ on the unit interval $(0,1]$ is defined by the Mellin transform. The Mellin transform of $$ is characterized in terms of products of ratios of Barnes multiple gamma functions, shown to satisfy a functional equation, and a Shintani-type infinite product factorization. The distribution $$ is infinitely divisible. If $M<N,$ $$ is compound Poisson, if $M=N,$ $$ is absolutely continuous. The integral moments of $$ are expressed as Selberg-type products of multiple gamma functions. The asymptotic behavior of the Mellin transform is derived and used to prove an inequality involving multiple gamma functions and establish positivity of a class of alternating power series. For application, the Selberg integral is interpreted probabilistically as a transformation of $$ into a product of $$

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