Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4618424 | Journal of Mathematical Analysis and Applications | 2011 | 13 Pages |
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.
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