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A note on gamma random variables and Dirichlet series

✍ Scribed by Zbigniew J. Jurek

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
88 KB
Volume
49
Category
Article
ISSN
0167-7152

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✦ Synopsis

We give necessary and su cient conditions for convergence of series of centered gamma random variables. These series provide distributions from LÃ evy class L of the self-decomposable probability mesures. Relations to Dirichlet series and the background-driving LÃ evy processes (BDLPs) are investigated.

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