相关论文: On the infinite divisibility of inverse Beta distr…

Let $\{\Gamma_t, \, t\ge 0\}$ be the Gamma subordinator. Using a moment identification due to Bertoin-Yor (2002), we observe that for every $t > 0$ and $\alpha\in (0,1)$ the random variable $\Gamma_t^{-\alpha}$ is distributed as the…

In this paper, we give some conditions, under which, if an infinitely divisible distribution supported on $[0,\infty)$ belongs to the intersection of exponential distribution class $\mathcal{L}(\gamma)$ for some $\gamma\ge0$ and generalised…

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 prove that many of beta, beta prime, gamma, inverse gamma, Student t- and ultraspherical distributions are freely infinitely divisible, but some of them are not. The latter negative result follows from a local property of probability…

A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…

Let C be a non-empty finite set, and Gamma a subgroup of the symmetric group S(C). Given a bijection f:A cross C to B cross C, the problem of Gamma-equivariant division is to find a quotient bijection h:A to B respecting whatever symmetries…

It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…

We give an explicit realization of the $\eta$-convolution power of an $A$-valued distribution, as defined earlier by Anshelevich, Belinschi, Fevrier and Nica. If $\eta:A\to A$ is completely positive and $\eta\geq\operatorname{id}$, we give…

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…

It is shown that for positive real numbers $ 0<\lambda_{1}<\dots<\lambda_{n}$, $\left[\frac{1}{\beta({\lambda_i}, {\lambda_j})}\right]$, where $ \beta(\cdot,\cdot)$ denotes the beta function, is infinitely divisible and totally positive.…

We establish some identities in law for the convolution of a beta prime distribution with itself, involving the square root of beta distributions. The proof of these identities relies on transformations on generalized hypergeometric series…

We study the total positivity of the multiplicative convolution kernel T associated with the independent product of two random variables $B(a,b)$ and $\Gamma(c).$ This kernel is totally positive of infinite order if $b$ or $d = a+b -c$ are…

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…

As was shown recently by the authors, the entropy power inequality can be reversed for independent summands with sufficiently concave densities, when the distributions of the summands are put in a special position. In this note it is proved…

We prove that s_n(a,b)=\Gamma(an+b)/\Gamma(b), n=0,1,\ldots is an infinitely divisible Stieltjes moment sequence for arbitrary a,b>0. Its powers s_n(a,b)^c, c>0 are Stieltjes determinate if and only if ac\le 2. The latter was conjectured in…

The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as…

We study the structural and linear topological properties of the space $\dot{\mathcal{B}}^{\prime \ast}_{\omega}$ of ultradistributions vanishing at infinity (with respect to a weight function $\omega$). Particularly, we show the first…

We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…

Belinschi et al. [Adv. Math., 226 (2011), 3677--3698] proved that the normal distribution is freely infinitely divisible. This paper establishes a certain monotonicity, real analyticity and asymptotic behavior of the density of the free…

Let $A$ be a nonempty finite set of $k$ integers. Given a subset $B$ of $A$, the sum of all elements of $B$, denoted by $s(B)$, is called the subset sum of $B$. For a nonnegative integer $\alpha$ ($\leq k$), let \[\Sigma_{\alpha}…