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20122022
most citedA class of multivariate infinitely divisible distributions related to arcsine density

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math.PR2012★ 1 cited

A Class of Infinitely Divisible Multivariate and Matrix Gamma Distributions and Cone-valued Generalised Gamma Convolutions

Victor Pérez-Abreu, Robert Stelzer

Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinit…