Generalized Gamma convolutions, Dirichlet means, Thorin measures with explicit examples
Résumé
In section 1, we present a number of classical results concerning the generalized Gamma convolution ( : GGC) variables, their Wiener-Gamma representations, and relation with Dirichlet processes. To a GGC variable, one may associate a unique Thorin measure. Let $G$ a positive r.v. and $\Gamma_t(G)$
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