Dpto. Ingeniería Matemática e Informática - Matematika eta Informatika Ingeniaritza Saila

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Browsing Dpto. Ingeniería Matemática e Informática - Matematika eta Informatika Ingeniaritza Saila by Author "Berg, Christian"

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    Asymptotic behaviour of the Urbanik semigroup
    (Elsevier, 2015) Berg, Christian; López García, José Luis; Ingeniería Matemática e Informática; Matematika eta Informatika Ingeniaritza
    We revisit the product convolution semigroup of probability densities ec(t); c > 0 on the positive half-line with moments (n!)c and determine the asymptotic behaviour of ec for large and small t > 0. This shows that (n!)c is indeterminate as Stieltjes moment sequence if and only if c > 2. When c is a natural number ec is a Meijer-G function. From the results about ec we obtain the asymptotic behaviour at 1 of the convolution roots of the Gumbel distribution.