Characterization of infinitely divisible multivariate gamma distributions

A particular class of p-dimensional exponential distributions have Laplace transforms I + VT-1, V positive definite or positive semi-definite and T = diagonal (t1,..., tp). A characterization is given of when these Laplace transforms are infinitely divisible.

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Year of publication:	1984
Authors:	Griffiths, R. C.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 15.1984, 1, p. 13-20
Publisher:	Elsevier
Keywords:	Infinite divisibility multivariate exponential distribution multivariate gamma distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152755