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• W3104957414 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 the Dirichlet processes.To a GGC variable, one may associate a unique Thorin measure. Let $G$ a positive r.v. and $Gamma_t(G)$ (resp. $Gamma_t(1/G)$ the Generalized Gamma Convolution with Thorin measure $t$-times the law of $G$ (resp. the law of $1/G$). In Section 2, we compare the laws of $Gamma_t(G)$ and $Gamma_t(1/G)$.In Section 3, we present some old and some new examples of GGC variables, among which the lengths of excursions of Bessel processes straddling an independent exponential time." @default.
• W3104957414 created "2020-11-23" @default.
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• W3104957414 date "2008-01-01" @default.
• W3104957414 modified "2023-10-18" @default.
• W3104957414 title "Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples" @default.
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• W3104957414 doi "https://doi.org/10.1214/07-ps118" @default.
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