Publication: The barnes G function and its relations with sums and products of generalized gamma convolution variables
The barnes G function and its relations with sums and products of generalized gamma convolution variables
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Nikeghbali, A., & Yor, M. (2009). The barnes G function and its relations with sums and products of generalized gamma convolution variables. Electronic Communications in Probability, 14, 396–411. https://doi.org/10.1214/ECP.v14-1488
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We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy with the characteristic polynomial of random unitary matrices. We show that the Mellin transform of the characteristic polynomial of random unitary matrices and the Barnes G-function are intimately related with products and sums of gamma, beta and log-gamma variables. In particular, we show that the l
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Nikeghbali, A., & Yor, M. (2009). The barnes G function and its relations with sums and products of generalized gamma convolution variables. Electronic Communications in Probability, 14, 396–411. https://doi.org/10.1214/ECP.v14-1488