Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral

DOI10.1016/j.jmva.2019.104559zbMath1445.62106arXiv1709.04843OpenAlexW2981536283MaRDI QIDQ2293388

Gérard Letac, Jacek Wesołowski

Publication date: 5 February 2020

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

Full work available at URL: https://arxiv.org/abs/1709.04843

zbMATH Keywords

Laplacian of a graphsupersymmetrymultivariate reciprocal inverse Gaussian

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Supersymmetric field theories in quantum mechanics (81T60) Characterization and structure theory of statistical distributions (62E10) Processes in random environments (60K37)

Related Items (2)

A note on recurrence of the vertex reinforced jump process and fractional moments localization ⋮ Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process

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