GGC conjecture for negative powers of Beta variables

About 13 years old · traced to

Let Beta⁡(α1,α2)\operatorname{Beta}(\alpha_1,\alpha_2) denote a Beta random variable with parameters α1,α2>0\alpha_1,\alpha_2>0, and let s≥1s\ge1. 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

(Beta⁡(α1,α2))−s\bigl(\operatorname{Beta}(\alpha_1,\alpha_2)\bigr)^{-s}

is GGC for every α1,α2>0\alpha_1,\alpha_2>0 and every s≥1s\ge1. The paper records only partial results, including the case Beta⁡(1/2,1/2)\operatorname{Beta}(1/2,1/2) for s∈[1/2,1]s\in[1/2,1], 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).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.