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Multivariate matrix Mittag-Leffler distributions
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    Multivariate matrix Mittag-Leffler distributions (English)
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    20 July 2021
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    multivariate distribution
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    heavy tails
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    Markov process
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    Mittag-Leffler distribution
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    phase-type
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    matrix distribution
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    extremes
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    Laplace transforms
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