Bapat, R. B. (1989) Infinite divisibility of multivariate gamma distributions and M - matrices Sankhya, 51 (1). pp. 73-78. ISSN 0972-7671
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Official URL: http://www.jstor.org/pss/25050724
Abstract
Suppose X=(X1,..,Xp)', has the Laplace transform ψ (t) = ∣Ι + VT∣-½, 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 |
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