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2010 G distributions and the beta-gamma algebra
Daniel Dufresne
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Electron. J. Probab. 15: 2163-2199 (2010). DOI: 10.1214/EJP.v15-845

Abstract

This paper has four interrelated themes: (1) express Laplace and Mellin transforms of sums of positive random variables in terms of the Mellin transform of the summands; (2) show the equivalence of the two Barnes' lemmas with known properties of gamma distributions; (3) establish properties of the sum of two reciprocal gamma variables, and related results; (4) study the G distributions (whose Mellin transforms are ratios of products of gamma functions).

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Daniel Dufresne. "G distributions and the beta-gamma algebra." Electron. J. Probab. 15 2163 - 2199, 2010. https://doi.org/10.1214/EJP.v15-845

Information

Accepted: 15 December 2010; Published: 2010
First available in Project Euclid: 1 June 2016

zbMATH: 1226.60021
MathSciNet: MR2745729
Digital Object Identifier: 10.1214/EJP.v15-845

Subjects:
Primary: 97K60
Secondary: 33B15, 60E07, 65R10

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Vol.15 • 2010
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