GGC conjecture for negative powers of Beta variables
Let denote a Beta random variable with parameters , and let . A positive random variable is generalized gamma convolution (GGC) if its Laplace transform has the representation specified in the paper. Beta-power GGC conjecture. The random variable
is GGC for every and every . The paper records only partial results, including the case for , and states that no general result on infinite divisibility of negative powers of Beta variables was known.
References
Primary source
Wissem Jedidi and Thomas Simon, “Further examples of GGC and HCM densities”, arXiv:1312.2809 (2013).
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