Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples.

James, Lancelot F., Roynette, Bernard, and Yor, Marc. "Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples.." Probability Surveys [electronic only] 5 (2008): 346-415. <http://eudml.org/doc/228471>.

@article{James2008,
author = {James, Lancelot F., Roynette, Bernard, Yor, Marc},
journal = {Probability Surveys [electronic only]},
keywords = {Laplace transform; generalized gamma convolutions (GGC); Wiener gamma representation; Stieltjes transform; Dirichlet processes},
language = {eng},
pages = {346-415},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples.},
url = {http://eudml.org/doc/228471},
volume = {5},
year = {2008},
}

TY - JOUR
AU - James, Lancelot F.
AU - Roynette, Bernard
AU - Yor, Marc
TI - Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples.
JO - Probability Surveys [electronic only]
PY - 2008
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 5
SP - 346
EP - 415
LA - eng
KW - Laplace transform; generalized gamma convolutions (GGC); Wiener gamma representation; Stieltjes transform; Dirichlet processes
UR - http://eudml.org/doc/228471
ER -