14 citations · 18 across the 3 of their papers we have counts for
4 papers
A proof of Bondesson's conjecture on stable densities
Pierre Bosch, Thomas Simon
We show that positive -stable densities are hyperbolically completely monotone if and only if . This gives a positive answer to a question raised by L. Bondesson in 19…
On the infinite divisibility of inverse Beta distributions
Pierre Bosch, Thomas Simon
We show that all negative powers B_{a,b}^-{s} of the Beta distribution are infinitely divisible. The case b<1 follows by complete monotonicity, the case b > 1, s > 1 by hyperbolica…
HCM Property and the Half-Cauchy Distribution
Pierre Bosch
Let $Z_\al$ be a positive -stable random variable and $T_\al=(Z_\al/\tilde Z_\al)^\al,$ with independents components in the quotient. It is known that $T_\al$ is distributed as…
On the self-decomposability of the Fréchet distribution
Pierre Bosch, Thomas Simon
Let be the Gamma subordinator. Using a moment identification due to Bertoin-Yor (2002), we observe that for every and the random variable…