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A probabilistic proof of some integral formulas involving incomplete gamma functions
The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals ∫0∞x−2νcos(bx)γ(ν,αx2)dx (for ν>1/2, b > 0, α > ...
期刊介绍:
The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.