Related papers: Infinitely divisible modified Bessel distributions
In this paper our aim is to show some mean value inequalities for the modified Bessel functions of the first and second kinds. Our proofs are based on some bounds for the logarithmic derivatives of these functions, which are in fact…
We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…
This paper presents properties and approximations of a random variable based on the zero-order modified Bessel function that results from the compounding of a zero-mean Gaussian with a $\chi^2_1$-distributed variance. This family of…
We deduce some new functional inequalities, like Tur\'an type inequalities, Redheffer type inequalities, and a Mittag-Leffler expansion for a special combination of modified Bessel functions of the first kind, called modified Dini…
We study infinitely divisible (ID) distributions on the nonnegative half-line $\mathbb{R}_+$. The L\'{e}vy-Khintchine representation of such distributions is well-known. Our primary contribution is to cast the probabilistic objects and the…
We find an integral representation for the generalized hypergeometric function unifying known representations via generalized Stieltjes, Laplace and cosine Fourier transforms. Using positivity conditions for the weight in this…
Recently, many classes of infinitely divisible distributions on R^d have been characterized in several ways. Among others, the first way is to use Levy measures, the second one is to use transformations of Levy measures, and the third one…
We consider the random continued fraction S(t) := 1/(s_1 + t/(s_2 + t/(s_3 + >...))) where the s_n are independent random variables with the same gamma distribution. For every realisation of the sequence, S(t) defines a Stieltjes function.…
The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature,…
We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. From…
We connect shift-invariant characteristic kernels to infinitely divisible distributions on $\mathbb{R}^{d}$. Characteristic kernels play an important role in machine learning applications with their kernel means to distinguish any two…
An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular,…
We introduce two classes of Metropolis-Hastings algorithms for sampling target measures that are absolutely continuous with respect to non-Gaussian prior measures on infinite-dimensional Hilbert spaces. In particular, we focus on certain…
A quasi-infinitely divisible distribution on $\mathbb{R}$ is a probability distribution whose characteristic function allows a L\'evy-Khintchine type representation with a "signed L\'evy measure", rather than a L\'evy measure.…
Two transformations $\mathcal{A}_{1}$ and $\mathcal{A}_{2}$ of L\'{e}vy measures on $\mathbb{R}^{d}$ based on the arcsine density are studied and their relation to general Upsilon transformations is considered. The domains of definition of…
In this paper we introduce a new probability distribution on (0,1), associated with the I-function, namely, the I-function distribution. This distribution generalizes several known distributions with positive support. It is also shown that…
We write, for geometric index values, a probabilistic proof of the product formula for spherical Bessel functions. Our proof has the merit to carry over without any further effort to Bessel-type hypergeometric functions of one matrix…