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On some new moments of Gamma type

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  • Kadankova, Tetyana
  • Simon, Thomas
  • Wang, Min

Abstract

We investigate certain positive random variables having moments of Gamma type. We give some necessary conditions and some sufficient conditions for their existence. In particular, we observe that the Weber–Schafheitlin formula for the Bessel function allows one to construct non-trivial moments of Gamma type having a signed spectral measure.

Suggested Citation

  • Kadankova, Tetyana & Simon, Thomas & Wang, Min, 2020. "On some new moments of Gamma type," Statistics & Probability Letters, Elsevier, vol. 165(C).
    • Handle: RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301577
    DOI: 10.1016/j.spl.2020.108854
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    References listed on IDEAS

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    1. Jurek, Zbigniew J., 2003. "Generalized Lévy stochastic areas and selfdecomposability," Statistics & Probability Letters, Elsevier, vol. 64(2), pages 213-222, August.
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