相关论文: Further examples of GGC and HCM densities

L.Bondesson [1] conjectured that the density of a positive $\alpha$-stable distribution is hyperbolically completely monotone (HCM in short) if and only if $\alpha$ $\le$ 1/2. This was proved recently by P. Bosch and Th. Simon, who also…

We show that positive $\alpha$-stable densities are hyperbolically completely monotone if and only if $\alpha \le 1/2$. This gives a positive answer to a question raised by L. Bondesson in 1977.

We investigate the problem raised by L. Bondesson, about the hyperbolic complete monotonicity of $\alpha$-stable densities. We prove that densitites of subordinators of order $\alpha$ are HCM for $\alpha \in ]0,1/4] \cup [1/3,1/2]$.

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…

Let $Z_\al$ be a positive $\alpha$-stable random variable and $T_\al=(Z_\al/\tilde Z_\al)^\al,$ with independents components in the quotient. It is known that $T_\al$ is distributed as the positive branch of a Cauchy random variable with…

This paper uses convolutions of the gamma density and the one-sided stable density to construct higher level densities. The approach is applied to constructing a 4-parameter Mittag-Leffler density, whose Laplace transform is a corresponding…

This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…

Let ${\bf L}$ be the unit exponential random variable and ${\bf Z}_\alpha$ the standard positive $\alpha$-stable random variable. We prove that $\{(1-\alpha) \alpha^{\gamma_\alpha} {\bf Z}_\alpha^{-\gamma_\alpha}, 0< \alpha <1\}$ is…

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

This paper explores various distributional aspects of random variables defined as the ratio of two independent positive random variables where one variable has an $\alpha$-stable law, for $0<\alpha<1$, and the other variable has the law…

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…

We investigate conditions for logarithmic complete monotonicity of a quotient of two products of gamma functions, where the argument of each gamma function has different scaling factor. We give necessary and sufficient conditions in terms…

We study ergodic properties of partially hyperbolic systems whose central direction is mostly contracting. Earlier work of Bonatti, Viana about existence and finitude of physical measures is extended to the case of local diffeomorphisms.…

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

We derive the representative Bernstein measure of the density of $(X_{\alpha})^{-\alpha/(1-\alpha)}, 0 < \alpha < 1$, where $X_{\alpha}$ is a positive stable random variable, as a Fox-H function. When $1-\alpha = 1/j$ for some integer $j…

The stability of random variables can be generalized in any convex cone. In this case the principal results about the LePage representation and the domains of attraction are analogous but different to those well known for general Banach…

We show that observational limits on the possible time variation of constants of Nature are significantly affected by allowing for both space and time variation. Bekenstein's generalisation of Maxwell's equations to allow for cosmological…

Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

We show that all negative powers B_{a,b}^-{s} of the Beta distribution are infinitely divisible. The case b<1 follows by complete monotonicity, the case b > 1, s > 1 by hyperbolically complete monotonicity and the case b > 1, s < 1 by a…

In the paper, necessary and sufficient conditions are presented for a function involving a ratio of gamma functions to be logarithmically completely monotonic. This extends and generalizes the main result in [\emph{Inequalities and…