Asymptotic behaviour of the Urbanik semigroup
Complex Variables
2017-01-30 v1 Probability
Abstract
We revisit the product convolution semigroup of probability densities e_c(t),c>0 on the positive half-line with moments (n!)^c and determine the asymptotic behaviour of e_c(t) for large and small t>0. This shows that (n!)^c is indeterminate as Stieltjes moment sequence if and only if c>2
Keywords
Cite
@article{arxiv.1310.0252,
title = {Asymptotic behaviour of the Urbanik semigroup},
author = {Christian Berg and José Luis López},
journal= {arXiv preprint arXiv:1310.0252},
year = {2017}
}
Comments
13 pages