PreprintarXiv licencearXiv
Powers of generalized gamma convolutions
Abstract
In 2015, Bondesson showed that Thorin's class of generalized gamma convolutions (GGCs) has the remarkable property of being closed under multiplication of independent random variables. He also conjectured that the GGC class is closed under taking powers of order greater than one. In this paper, we provide a candidate proof for Bondesson's conjecture.
Related
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- Indefinite integrals of Bessel and Struve functions with half-integer indices, and incomplete gamma functions with integer indices, all multiplied by Exp(−ax2) and divided by powers
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BibTeX
@misc{wang2026powers,
title = {{Powers of generalized gamma convolutions}},
author = {Min Wang and Sheng Yin},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.26558},
eprint = {2609.26558},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.26558},
}
RIS
TY - UNPB
TI - Powers of generalized gamma convolutions
AU - Min Wang
AU - Sheng Yin
PY - 2026
DA - 2026/09/22
PB - arXiv
DO - 10.48550/arxiv.2609.26558
UR - https://arxiv.org/abs/2609.26558
AB - In 2015, Bondesson showed that Thorin's class of generalized gamma convolutions (GGCs) has the remarkable property of being closed under multiplication of independent random variables. He also conjectured that the GGC class is closed under taking powers of order greater than one. In this paper, we provide a candidate proof for Bondesson's conjecture.
ER -