Generalized Gamma convolutions, Dirichlet means, Thorin measures with explicit examples

L.F. James 1 Bernard Roynette 2, 3 Marc Yor 4, 5
3 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
Abstract : In section 1, we present a number of classical results concerning the generalized Gamma convolution ( : GGC) variables, their Wiener-Gamma representations, and relation with Dirichlet processes. To a GGC variable, one may associate a unique Thorin measure. Let $G$ a positive r.v. and $\Gamma_t(G)$
Document type :
Journal articles
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00174743
Contributor : Cécile Jerome <>
Submitted on : Tuesday, September 25, 2007 - 11:00:14 AM
Last modification on : Thursday, April 4, 2019 - 10:18:04 AM
Document(s) archivé(s) le : Thursday, April 8, 2010 - 8:43:25 PM

File

2007-29.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00174743, version 1

Citation

L.F. James, Bernard Roynette, Marc Yor. Generalized Gamma convolutions, Dirichlet means, Thorin measures with explicit examples. Probability Surveys, Institute of Mathematical Statistics (IMS), 2008, 5, pp.346-415. ⟨hal-00174743⟩

Share

Metrics

Record views

520

Files downloads

240