0
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1answer
91 views

Laplace transform of : $t^{\gamma-1} F(\alpha,\beta,\delta,t)$, where $F$ is the Gauss' hypergeometric function

What is the Laplace transform of : $t^{\gamma-1} F(\alpha,\beta,\delta,t)$, where $\gamma >0 $ and $F$ is the Gauss' hypergeometric function. Thanks!
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0answers
41 views

Does this kind of integral equations have unique solution?

Suppose $f_1$ and $f_2$ are two probability density functions on support $[0,1]$ (i.e. $f_1(x)=f_2(x)=0$ for any $x\not\in[0,1]$). Let $\varphi(x)$ denote a known probability density function on ...
1
vote
1answer
145 views

Expectation under a t-distribution

Given parameters $\lambda, \nu>0$, a covariance matrix $R$, a mean vector $\mu \in R^p$, the Arellano-Valle and Bolfarine's generalized $t$ distribution is given by (see, for example, the book by ...
1
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3answers
728 views

A definite integral

Hello, I am trying to find an explicit form of the following definite integral. I have tried Mathematica and it failed to give an answer. I am wondering whether anyone knows this integral. It might ...
2
votes
1answer
154 views

Stieltjes Transform of $F^{*}PF$ as a function of the Stieltjes Transform of $P$ where $F$ is drawn from an $n \times n$ Gaussian-like random matrix distribution

I am trying to calculate the Stieltjes Transform of $F^{*}PF$ as a function of the Stieltjes Transform of $P$ where $F$ is drawn from an $n \times n$ Gaussian-like random matrix distribution. I am ...
0
votes
1answer
177 views

Completeness of an “infinite mixture of gaussians” representation

Is there a complete "infinite mixture of gaussians representation" for densities? What I mean is, is there, for any reasonably big class of densities $\phi(x)$ I can come up with a function $c(\mu, ...