
In Section 1, we present a number of classical results concerning the Generalized Gamma Convolution (:GGC) variables, their Wiener-Gamma representations, and relation with the Dirichlet processes.To a GGC variable, one may associate a unique Thorin measure. Let $G$ a positive r.v. and $��_t(G)$ (resp. $��_t(1/G))$ the Generalized Gamma Convolution with Thorin measure $t$-times the law of $G$ (resp. the law of $1/G$). In Section 2, we compare the laws of $��_t(G)$ and $��_t(1/G)$.In Section 3, we present some old and some new examples of GGC variables, among which the lengths of excursions of Bessel processes straddling an independent exponential time.
Published in at http://dx.doi.org/10.1214/07-PS118 the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Dirichlet processes, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Dirich-let processes, Laplace transform, Probability (math.PR), Wiener Gamma representation, 60E07, Stieltjes transform, FOS: Mathematics, 60G57, Generalized Gamma Convolutions (GGC), 60E10, 60G51, Mathematics - Probability, 60G52, 60E07, 60E10, 60G51, 60G52, 60G57 (Primary)
Dirichlet processes, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Dirich-let processes, Laplace transform, Probability (math.PR), Wiener Gamma representation, 60E07, Stieltjes transform, FOS: Mathematics, 60G57, Generalized Gamma Convolutions (GGC), 60E10, 60G51, Mathematics - Probability, 60G52, 60E07, 60E10, 60G51, 60G52, 60G57 (Primary)
| citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 59 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 10% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
