{"title":"广义伽玛卷积，狄利克雷均值，索林测度，有明确的例子","authors":"Lancelot F. James, B. Roynette, M. Yor","doi":"10.1214/07-PS118","DOIUrl":null,"url":null,"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 Dirichlet processes. To a GGC variable, one may associate a unique Thorin measure. Let $G$ a positive r.v. and $\\Gamma_t(G)$","PeriodicalId":46216,"journal":{"name":"Probability Surveys","volume":"5 1","pages":"346-415"},"PeriodicalIF":1.3000,"publicationDate":"2007-08-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"97","resultStr":"{\"title\":\"Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples\",\"authors\":\"Lancelot F. James, B. Roynette, M. Yor\",\"doi\":\"10.1214/07-PS118\",\"DOIUrl\":null,\"url\":null,\"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 Dirichlet processes. To a GGC variable, one may associate a unique Thorin measure. Let $G$ a positive r.v. and $\\\\Gamma_t(G)$\",\"PeriodicalId\":46216,\"journal\":{\"name\":\"Probability Surveys\",\"volume\":\"5 1\",\"pages\":\"346-415\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2007-08-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"97\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability Surveys\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/07-PS118\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Surveys","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/07-PS118","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples
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 $\Gamma_t(G)$
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