Generalized gamma convolutions and complete monotonicity
From MaRDI portal
Publication:1121584
DOI10.1007/BF01277981zbMath0674.60019MaRDI QIDQ1121584
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Laplace transformStieltjes transformmoment generating functioncomplete monotonicitylogconcavitygeneralized Gamma convolutionshyperbolic substitutionmultiplication of random variables
Related Items (8)
On univariate and bivariate generalized gamma convolutions ⋮ Statistical properties and economic implications of jump-diffusion processes with shot-noise effects ⋮ Further examples of GGC and HCM densities ⋮ Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes ⋮ Size bias for one and all ⋮ On the self-decomposability of the half-Cauchy distribution ⋮ Thinned completely random measures with applications in competing risks models ⋮ Some new classes and techniques in the theory of Bernstein functions
Cites Work
- A remarkable property of generalized gamma convolutions
- A general result on infinite divisibility
- On the infinite divisibility of the ratio of two gamma-distributed variables
- Unimodality of infinitely divisible distribution functions of class L
- Some probabilistic properties of Bessel functions
- Some recent results in infinite divisibility
- New results on generalized gamma convolutions and theB-class
- Special Functions, Stieltjes Transforms and Infinite Divisibility
- Classes of infinitely divisible distributions and densities
- On the infinite divisbility of the Pareto distribution
- On the infinite divisibility of the lognormal distribution
- Infinitely Divisible Distributions and Bessel Functions Associated with Random Walks
- What is the Laplace Transform?
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Generalized gamma convolutions and complete monotonicity