A class of scale mixtures of \(\operatorname{Gamma}(k)\)-distributions that are generalized gamma convolutions

DOI10.3150/15-BEJ761zbMath1372.60014arXiv1507.04017MaRDI QIDQ502906

Anita Behme, Lennart Bondesson

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.04017

zbMATH Keywords

Lévy processgamma distributionexponential functionalgeneralized gamma convolutionhyperbolic monotonicity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (2)

Stieltjes functions of finite order and hyperbolic monotonicity ⋮ On Mixtures of Gamma distributions, distributions with hyperbolically monotone densities and Generalized Gamma Convolutions (GGC)

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