GGC conjecture for negative powers of Beta variables

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 s1s\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 s1s\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.

Sources & referencesView supporting material

Primary source

Wissem Jedidi and Thomas Simon, “Further examples of GGC and HCM densities”, arXiv:1312.2809 (2013).

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