GGC conjecture for large powers of positive stable variables
GGC conjecture for large powers of positive stable variables
Let be a positive -stable random variable with , and let . 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
is GGC for every satisfying
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 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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