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Infinite divisibility of interpolated gamma powers.
- Source :
-
Journal of Mathematical Analysis & Applications . Sep2013, Vol. 405 Issue 2, p373-387. 15p. - Publication Year :
- 2013
-
Abstract
- Abstract: This paper is concerned with the distribution properties of the binomial , where is a gamma random variable. We show in particular that is infinitely divisible for all and , and that for the second order polynomial is a generalized gamma convolution whose Thorin density and Wiener–gamma integral representation are computed explicitly. As a byproduct we deduce that fourth order multiple Wiener integrals are in general not infinitely divisible. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 0022247X
- Volume :
- 405
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Journal of Mathematical Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 88986107
- Full Text :
- https://doi.org/10.1016/j.jmaa.2013.03.066