MPS-RR 1999-16
April 1999

A note on gamma random variables and Dirichlet series

by:

Zbigniew J. Jurek

Abstract

We give necessary and sufficient conditions for convergence of series of centered gamma random variables. Those series provide distributions from the Levy class L of the selfdecomposable probability distributions. Relations to Dirichlet series and the background driving Levy processes (BDLP's) are investigated.

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This paper has now been published in Statist. Probab. Lett. 49 (2000), no. 4, 387--392.