Powers of generalized gamma convolutions
arXiv:2609.26558
Abstract
In 2015, Bondesson showed that Thorin's class of generalized gamma convolutions (GGCs) has the remarkable property of being closed under multiplication of independent random variables. He also conjectured that the GGC class is closed under taking powers of order greater than one. In this paper, we provide a candidate proof for Bondesson's conjecture.
28 pages