GGC conjecture for large powers of positive stable variables

Let ZαZ_\alpha be a positive α\alpha-stable random variable with α(0,1)\alpha\in(0,1), and let γR\gamma\in\mathbb{R}. A positive random variable is generalized gamma convolution (GGC) if its Laplace transform has the representation specified in the paper. Stable-power GGC conjecture. The random variable

ZαγZ_\alpha^\gamma

is GGC for every α(0,1)\alpha\in(0,1) satisfying

γα1α.\lvert\gamma\rvert\ge\frac{\alpha}{1-\alpha}.

The conjecture is motivated by the paper's results on negative stable powers and by the implication that a positive answer to the conjecture for VαsV_\alpha^s would establish part of the positive-power range; it remains unproved in the supplied discussion.

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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