The beta product distribution with complex parameters

DOI10.1080/03610920902802599MaRDI QIDQ3562456zbMATH OpenOpenAlexFDO

Authors Daniel Dufresne

Publication date 21 May 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920902802599

zbMATH Keywords

beta product distributionG distributionsMeijer G functionsstochastic difference equations

Mathematics Subject Classification ID

Applications of hypergeometric functions (33C90) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15)

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Cites work

• Additive properties of the Dufresne laws and their multivariate extension
• Algebraic properties of beta and gamma distributions, and applications
• Explicit stationary distributions for compositions of random functions and products of random matrices
• Fitting combinations of exponentials to probability distributions
• Generalized hypergeometric functions with applications in statistics and physical sciences
• scientific article; zbMATH DE number 3425963 (Why is no real title available?)
• scientific article; zbMATH DE number 918932 (Why is no real title available?)
• scientific article; zbMATH DE number 3108056 (Why is no real title available?)
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• On stochastic processes connected with certain physical recording apparatuses
• Random difference equations and renewal theory for products of random matrices

Cited in

(14)

• On some new properties of the beta distribution
• Products of double gamma, gamma and beta distributions
• On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)]\) and a property of gamma distributions
• Elongated Poisson-Voronoi cells in an empty half-plane
• On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions
• Large deviations and wandering exponent for random walk in a dynamic beta environment
• Generalized Stieltjes transforms of compactly-supported probability distributions: further examples
• On beta-product convolutions
• On the distribution of products of independent beta variates
• Stochastic gene expression with a multistate promoter: breaking down exact distributions
• Beta-gamma product and sign-regularity
• Circumspheres of sets of n + 1 random points in the d-dimensional Euclidean unit ball (1 ≤ n ≤ d)
• Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
• Beta-hypergeometric distributions and random continued fractions

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