G distributions and the beta-gamma algebra

DOI10.1214/EJP.v15-845zbMath1226.60021MaRDI QIDQ638369

Daniel Dufresne

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticlef3d4.html

zbMATH Keywords

Mellin transformsgamma distributioninfinite divisibilitybeta distributionBarnes' lemmasbeta product distributionG distributionsMacdonald's function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Gamma, beta and polygamma functions (33B15) Laplace transform (44A10)

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