Theory of Barnes beta distributions

DOI10.1214/ECP.V18-2445zbMATH Open1300.60032arXiv1305.4422MaRDI QIDQ743028FDOQ743028

Authors: D. Ostrovski 

Publication date: 22 September 2014

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

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 $$ into a product of $$

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

Recommendations

• On Barnes beta distributions, Selberg integral and Riemann xi
• Selberg integral as a meromorphic function
• On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field
• G distributions and the beta-gamma algebra
• On some new properties of the beta distribution

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)

Cited In (10)

• Moment problems related to Bernstein functions
• On the law of homogeneous stable functionals
• G distributions and the beta-gamma algebra
• Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
• Nielsen's beta function and some infinitely divisible distributions
• On Barnes beta distributions, Selberg integral and Riemann xi
• A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
• A family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMC
• On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field
• The Barnes G function and its relations with sums and products of generalized gamma convolution variables

This page was built for publication: Theory of Barnes beta distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q743028)