Extensions of Type G and Marginal Infinite Divisibility

DOI10.1137/S0040585X97979652zbMath1032.60012OpenAlexW4250678245MaRDI QIDQ4442904

Victor Perez-Abreu, Ole Eiler Barndorff-Nielsen

Publication date: 21 January 2004

Published in: Theory of Probability and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97979652

zbMATH Keywords

self-decomposabilityinverse Wishart distributionmultivariate stable lawsmatrix inverse Gaussian lawmultivariate normal inverse Gaussian lawrandom positive definite matrices

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)

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