Multivariate inverse Gaussian distribution as a limit of multivariate waiting time distributions

DOI10.1016/j.jspi.2007.03.038zbMath1331.62082OpenAlexW2054271074MaRDI QIDQ2382887

Mihoko Minami

Publication date: 4 October 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.03.038

zbMATH Keywords

cumulantsbranching processLagrange expansioninverse relationshipmultivariate Lagrange distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Bivariate inverse Gaussian distribution
• The inverse Gaussian distribution. Statistical theory and applications
• The Lagrange Distributions and Branching Processes
• Hitting Lines with Two-Dimensional Brownian Motion
• The bivariate inverse gaussian distribution: an introduction
• Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures
• Multivariate lagrange distributions and a subfamiliy
• Inverse relationship and limiting forms of lagrange distributions
• Aspects of Lagrangian probability distributions
• A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship
• Some bivariate families of lagrangian probability distributions
• Some interesting properties of lagrangian distributions
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