Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples

By Lancelot F. James, Bernard Roynette, Marc Yor. 2007

105 citations recorded by the source corpus.

In section 1, we present a number of classical results concerning the generalized Gamma convolution ( : GGC) variables, their Wiener-Gamma representations, and relation with Dirichlet processes. To a GGC variable, one may associate a unique Thorin measure. Let $G$ a positive r.v. and $\Gamma_t(G)$

Subfields: Applied Mathematics, Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/684c462ac442c814a932f2165034f5eb79028e2c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Lancelot F. James
2. Igor Prünster
3. Antonio Lijoi

In Artificial Intelligence

1. Lancelot F. James
2. Igor Prünster
3. Antonio Lijoi
4. Michael I. Jordan
5. Jim Pitman
6. David B. Dunson
7. Yee Whye Teh
8. Lawrence Carin

In Statistics and Probability

1. Lancelot F. James
2. Antonio Lijoi
3. Igor Prünster
4. Michael I. Jordan
5. Jim Pitman
6. David B. Dunson
7. Yee Whye Teh
8. Lawrence Carin

Citations in the corpus

• Lamperti-type laws (2007, background): “We first describe some more pertinent features of Xα, see also (48).”
• The Theory of Scale Functions for Spectrally Negative Lévy Processes (2011, unknown): “[23], [107], [95], [35], [54] and the references therein.”
• Special, conjugate and complete scale functions for spectrally negative Lévy processes (2007, unknown): “[12], [62], [54], [18], [45] and the references therein.”