Infinite divisibility of multivariate gamma distributions and M - matrices

Bapat, R. B. (1989) Infinite divisibility of multivariate gamma distributions and M - matrices Sankhya, 51 (1). pp. 73-78. ISSN 0972-7671

Full text not available from this repository.

Official URL: http://www.jstor.org/pss/25050724

Abstract

Suppose X=(X1,..,Xp)', has the Laplace transform ψ (t) = ∣Ι + VT∣, where V is a positive definite matrix and T= diag(t1,..,tp). It is shown that ψ(t) is infinitely divisible if and only if DV-1 D is an M-matrix for some diagonal matrix D with ± 1's along the diagonal.

Item Type:Article
Source:Copyright of this article belongs to Indian Statistical Institute.
ID Code:77906
Deposited On:14 Jan 2012 15:24
Last Modified:14 Jan 2012 15:24

Repository Staff Only: item control page