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Further examples of GGC and HCM densities

Abstract

We display several examples of generalized gamma convoluted and hyperbolically completely monotone random variables related to positive α\alpha-stable laws. We also obtain new factorizations for the latter, refining Kanter's and Pestana-Shanbhag-Sreehari's. These results give stronger credit to Bondesson's hypothesis that positive α\alpha-stable densities are hyperbolically completely monotone whenever α1/2.\alpha\le1/2.

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