ThmDex – An index of mathematical definitions, results, and conjectures.
F12552
Formulation 3
A D5722: Random positive real number $X \in \text{Random}(0, \infty)$ is a gamma random positive real number with parameters $\alpha, \beta \in (0, \infty)$ if and only if \begin{equation} \forall \, t \in \mathbb{R} : \mathbb{E} (e^{i t X}) = \frac{1}{\left( 1 - \frac{i t}{\beta} \right)^{\alpha}} \end{equation}