相关论文: Generalized Gamma Convolutions, Dirichlet means, T…
The class of generalized gamma convolutions (GGC) is closed with respect to (wrt) change of scales, weak limits and addition and multiplication of independent random variables. Our main result adds the new property that GGC is also closed…
In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional…
Let $ k >0 $ be an integer and $ Y $ a standard Gamma$(k)$ distributed random variable. Let $ X $ be an independent positive random variable with a density that is hyperbolically monotone (HM) of order $ k.$ Then $Y\cdot X$ and $Y/X $ both…
The Gamma-Dirichlet structure corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process…
Let $Y$ be a standard Gamma(k) distributed random variable, $k>0$, and let $X$ be an independent positive random variable. We prove that if $X$ has a hyperbolically monotone density of order $k$ ($HM_k$), then the distributions of $Y\cdot…
We survey general properties of multiplicative arithmetic functions of several variables and related convolutions, including the Dirichlet convolution and the unitary convolution. We introduce and investigate a new convolution, called gcd…
We define the generalized-Euler-constant function $\gamma(z)=\sum_{n=1}^{\infty} z^{n-1} (\frac{1}{n}-\log \frac{n+1}{n})$ when $|z|\leq 1$. Its values include both Euler's constant $\gamma=\gamma(1)$ and the "alternating Euler constant"…
This paper develops some general calculus for GGC and Dirichlet process means functionals. It then proceeds via an investigation of positive Linnik random variables, and more generally random variables derived from compositions of a stable…
Representations of measures of concordance in terms of Pearson' s correlation coefficient are studied. All transforms of random variables are characterized such that the correlation coefficient of the transformed random variables is a…
We define a new class of generating function transformations related to polylogarithm functions, Dirichlet series, and Euler sums. These transformations are given by an infinite sum over the $j^{th}$ derivatives of a sequence generating…
A GGC (Generalized Gamma Convolution) representation of Riemann's Xi-function is constructed.
Weak variance generalised gamma convolution processes are multivariate Brownian motions weakly subordinated by multivariate Thorin subordinators. Within this class, we extend a result from strong to weak subordination that a driftless…
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…
Continuous state branching processes with immigration are studied. We are particularly concerned with the associated (non-symmetric) Dirichlet form. After observing that gamma distributions are only reversible distributions for this class…
The paper considers a method for converting a divergent Dirichlet series into a convergent Dirichlet series by directly converting the coefficients of the original series $1\rightarrow\delta_{n}(s)$ for the Riemann Zeta function. In the…
We study the generalized Chaplygin gas (GCG) scenario in a modified gravity approach. That is, we impose that our universe has a pure dust configuration, and allow for a modification of gravity that yields a GCG specific scale factor…
In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the…
The large variety of Fourier transforms in geometric algebras inspired the straight forward definition of ``A General Geometric Fourier Transform`` in Bujack et al., Proc. of ICCA9, covering most versions in the literature. We showed which…
In this paper, we introduce a way to generalize the Euler's gamma function as well as some related special functions. With a given polynomial in one variable $f(t)\ge 0$, we can associate a function, so-called "gamma function associated…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…