A note on gamma random variables and Dirichlet series

Zbigniew J. Jurek

Statistics & Probability Letters, 2000, vol. 49, issue 4, 387-392

Abstract: We give necessary and sufficient conditions for convergence of series of centered gamma random variables. These series provide distributions from Lévy class L of the self-decomposable probability mesures. Relations to Dirichlet series and the background-driving Lévy processes (BDLPs) are investigated.

Keywords: Gamma; distributions; Infinite; divisibility; Self-decomposability; or; class; L; distributions; Lévy; processes; Random; integrals; Dirichlet; series; Thorin; distributions (search for similar items in EconPapers)
Date: 2000
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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