Proof of a conjecture of L. Bondesson concerning infinite divisibility of powers of a gamma variable

Authors
Thorin, O.
Citation
O. Thorin,, Proof of a conjecture of L. Bondesson concerning infinite divisibility of powers of a gamma variable, Scandinavian actuarial journal , 1978(3), 1978, pp. 151-164
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1978
Issue
3
Year of publication
1978
Pages
151 - 164
Database
ACNP
SICI code
Abstract
L. Bondesson (1978) conjectured that Zy for |y|≥1 is infinitely divisible (in fact a generalized Γ-convolution) if Z is a gamma variable. The proof of this conjecture will be given below. For the definition and elementary theory of generalized Γ-convolutions see Thorin (1977) or consult the review given by Bondesson (1978).