Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples

DOI10.1214/07-PS118zbMath1189.60035arXiv0708.3932OpenAlexW3104957414MaRDI QIDQ980777

Marc Yor, Lancelot F. James, Bernard Roynette

Publication date: 29 June 2010

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.3932

zbMATH Keywords

Laplace transformStieltjes transformDirichlet processesgeneralized gamma convolutions (GGC)Wiener gamma representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Random measures (60G57) Stable stochastic processes (60G52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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