Domain of existence of the Laplace transform of negative multinomial distributions and simulations

DOI10.1016/j.spl.2022.109709OpenAlexW4287162130MaRDI QIDQ2105381

Philippe Bernardoff

Publication date: 8 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109709

zbMATH Keywords

Laplace transformprobability generating functioninfinitely divisible distributionnegative multinomial distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Uses Software

• R

Cites Work

• Which multivariate gamma distributions are infinitely divisible?
• The diagonal multivariate natural exponential families and their classification
• Which negative multinomial distributions are infinitely divisible?
• Masses of negative multinomial distributions: application to polarimetric image processing
• Marshall–Olkin Laplace transform copulas of multivariate gamma distributions
• On infinitely divisible multivariate gamma distributions
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