A note on gamma random variables and Dirichlet series

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

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Year of publication:	2000
Authors:	Jurek, Zbigniew J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 49.2000, 4, p. 387-392
Publisher:	Elsevier
Keywords:	Gamma distributions Infinite divisibility Self-decomposability or class L distributions Lévy processes Random integrals Dirichlet series Thorin distributions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005074816