ThmDex – An index of mathematical definitions, results, and conjectures.
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Definition D3838
Gamma random positive real number
Formulation 2
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameters $\alpha, \beta \in (0, \infty)$ if and only if \begin{equation} \forall \, t \in \mathbb{R} : \mathbb{E} (e^{i t X}) = (1 - i t \beta^{-1})^{- \alpha} \end{equation}
Formulation 3
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameters $\alpha, \beta \in (0, \infty)$ if and only if \begin{equation} \forall \, t \in \mathbb{R} : \mathbb{E} (e^{i t X}) = \frac{1}{\left( 1 - \frac{i t}{\beta} \right)^{\alpha}} \end{equation}
Formulation 4
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameters $\alpha, \beta \in (0, \infty)$ if and only if \begin{equation} \forall \, t \in \mathbb{R} : \mathbb{E} (e^{i t X}) = \left( 1 - \frac{i t}{\beta} \right)^{- \alpha} \end{equation}
Formulation 6
Let $\alpha, \beta \in (0, \infty)$ each be a D5407: Positive real number such that
(i) $x \mapsto \lfloor x \rfloor$ is the D764: Real-integer floor function
(ii) \begin{equation} N := \lfloor \alpha \rfloor \end{equation}
(iii) $T_1, \, \ldots, \, T_N \overset{d}{=} \text{Exponential}(\beta)$ are each an D214: Exponential random positive real number
(iv) $A \overset{d}{=} \text{Alpha}(\alpha - N, \beta)$ is an D6332: Alpha random positive real number
(v) $A, T_1, \, \ldots, \, T_N$ is an D2713: Independent random collection
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameter $(\alpha, \beta)$ if and only if \begin{equation} X \overset{d}{=} A + \sum_{n = 1}^N T_n \end{equation}
Children
▶ D4867: Beta random positive real number
Results
▶ R5251: Exponential random positive real number is a gamma random positive real number
▶ R2338: Finite sum of I.I.D. exponential random positive real numbers is a gamma random random positive real number
▶ R5243: Finite sum of uncorrelated identically distributed exponential random positive real numbers is a gamma random random positive real number
Remarks
▶
Remark 1 (Gamma random positive real number as a generalization of an Erlang random positive real number)
In a sense, the D3838: Gamma random positive real number is a generalization of an D4862: Erlang random positive real number where the $\alpha$ parameter need not be restricted to the positive integers, but can be any positive real number.