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math.ST2012★ 15 cited
A class of multivariate infinitely divisible distributions related to arcsine density
Makoto Maejima, Víctor Pérez-Abreu, Ken-iti Sato
Two transformations and of Lévy measures on based on the arcsine density are studied and their relation to general Upsilon transforma…
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…