Speaker: 王敏(武汉理工大学)
Title: Moments of Gamma type and infinite divisibility
Inviter: 随机分析中心
Language: Chinese
Time & Venue: 2026年6月18日15:00–16:00 南楼620
Abstract: We study positive random variables whose moments can be expressed as products and quotients of Gamma functions. In this talk, we will first discuss the necessary and sufficient conditions for their existence, which are closely related to the classical moment problem. We will then present some results on the infinite divisibility of moments of Gamma type. In particular, we prove that C_\alpha is infinitely divisible if and only if 1<\alpha<=2, which partly answers open questions raised by Yano, Yano and Yor in 2009.
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