A class of infinitely divisible multivariate negative binomial distributions

DOI10.1016/0047-259X(87)90072-8MaRDI QIDQ1822426zbMATH OpenFDO

Authors Robert Griffiths, Robin K. Milne

Publication date 1987

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(87)90072-8

zbMATH Keywords

characterizationsinfinitely divisible distributionsmultivariate geometric distributionmultivariate negative binomial distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Review text

The main results of this paper concern characterizations of the infinitely divisible distributions of a class of multivariate negative binomial distributions with probability generating functions of the form \[ | I-Q|^ a| I-QS|^{-a},\quad a>0, \] where Q is an \(n\times n\) matrix and \(S=diag(S_ 1,S_ 2,...,S_ n)\).

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Cites work

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• Definition and characterization of multivariate negative binomial distribution
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• scientific article; zbMATH DE number 3350850 (Why is no real title available?)
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(19)

• On permanental processes
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• Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex
• On the three-dimensional negative binomial distribution
• Asymptotics at infinity of negative binomial infinitely divisible distributions
• Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes
• On infinitely divisible multivariate gamma distributions
• A model for positively correlated count variables
• Expectation identity of the negative binomial distribution and its application in the calculations of high-order origin moments

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