Infinitely divisible multivariate and matrix gamma distributions

DOI10.1016/j.jmva.2014.04.017zbMath1294.60026arXiv1201.1461OpenAlexW2143523018MaRDI QIDQ2252892

Robert Stelzer, Victor Perez-Abreu

Publication date: 24 July 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.1461

zbMATH Keywords

random matrixLévy processinfinite divisibilitymatrix subordinatorcone-valued distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Random matrices (probabilistic aspects) (60B20)

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