• Bernoulli
  • Volume 19, Number 5A (2013), 1818-1838.

Further examples of GGC and HCM densities

Wissem Jedidi and Thomas Simon

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We display several examples of generalized gamma convoluted and hyperbolically completely monotone random variables related to positive $\alpha$-stable laws. We also obtain new factorizations for the latter, refining Kanter’s and Pestana–Shanbhag–Sreehari’s. These results give stronger credit to Bondesson’s hypothesis that positive $\alpha$-stable densities are hyperbolically completely monotone whenever $\alpha\le1/2$.

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Bernoulli, Volume 19, Number 5A (2013), 1818-1838.

First available in Project Euclid: 5 November 2013

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generalized Gamma convolution hyperbolically completely monotone hyperbolically monotone positive stable density


Jedidi, Wissem; Simon, Thomas. Further examples of GGC and HCM densities. Bernoulli 19 (2013), no. 5A, 1818--1838. doi:10.3150/12-BEJ431.

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