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Characterization of infinitely divisible multivariate gamma distributions |
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| Authors: | RC Griffiths |
| Institution: | Department of Mathematics, Monash University Australia |
| Abstract: | 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. |
| Keywords: | 60E05 62H05 Infinite divisibility multivariate exponential distribution multivariate gamma distribution |
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