Article ID Journal Published Year Pages File Type
4618424 Journal of Mathematical Analysis and Applications 2011 13 Pages PDF
Abstract

The Lambert W function is shown to be the Laplace exponent of a positive infinitely divisible law (i.e. W is a Bernstein function) called the standard Lambert law. This law is a generalized gamma convolution. At least three Poisson mixture families are defined in terms of W. One of these is the generalized Poisson laws which are shown to be generalized negative-binomial convolutions. Mixing with positive stable laws yields further generalizations.

Related Topics
Physical Sciences and Engineering Mathematics Analysis