On infinitely divisible multivariate gamma distributions

DOI10.1080/03610926.2021.1995431MaRDI QIDQ6169359zbMATH OpenOpenAlexFDO

Authors Stephen G. Walker

Publication date 11 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1995431

zbMATH Keywords

generating functioninfinitely divisible distributionLaguerre polynomialPoisson distributionrandom variable construction

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistics (62-XX)

Cites work

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• Infinitely divisible multivariate and matrix gamma distributions
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• Which multivariate gamma distributions are infinitely divisible?

Cited in

(5)

• Domain of existence of the Laplace transform of negative multinomial distributions and simulations
• scientific article; zbMATH DE number 4005360 (Why is no real title available?)
• scientific article; zbMATH DE number 2204308 (Why is no real title available?)
• On Gaussian Markov processes and polya processes
• General classes of bivariate distributions for modeling data with common observations

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