Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples

Abstract

In section 1, we present a number of classical results concerning the generalized Gamma convolution ( : GGC) variables, their Wiener-Gamma representations, and relation with Dirichlet processes. To a GGC variable, one may associate a unique Thorin measure. Let $G$ a positive r.v. and $\Gamma_t(G)$