Infinite divisibility of interpolated gamma powers
نویسندگان
چکیده
منابع مشابه
Infinite divisibility of interpolated gamma powers
Abstract This paper is concerned with the distribution properties of the binomial aX + bXα, where X is a gamma random variable. We show in particular that aX + bXα is infinitely divisible for all α ∈ [1, 2] and a, b ∈ R+, and that for α = 2 the second order polynomial aX+bX2 is a generalized gamma convolution whose Thorin density and Wiener-gamma integral representation are computed explicitly....
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2013
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2013.03.066