Which multivariate gamma distributions are infinitely divisible?

zbMath1101.60008MaRDI QIDQ850738

Philippe Bernardoff

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1141136656

zbMATH Keywords

Laplace transformexponential familiesStirling numbers of the second kindinfinitely divisible distributionBell polynomialsFrullani integralgeneralized hyper-geometric series

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)

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• Characterization of infinitely divisible multivariate gamma distributions
• The diagonal multivariate natural exponential families and their classification
• Which negative multinomial distributions are infinitely divisible?
• Conditionality resolutions

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