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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 2, Pages 301–319
DOI: https://doi.org/10.4213/tvp3649 (Mi tvp3649) 		 
This article is cited in 12 scientific papers (total in 12 papers)

Extensions of type $G$ and marginal infinite divisibility

O. E. Barndorff-Nielsena, V. Pérez-Abreub

a University of Aarhus
b Center for Mathematical Research
Full-text PDF (1903 kB) Citations (12)
DOI: https://doi.org/10.4213/tvp3649
Abstract: We say that a random variate on a Euclidean space is marginal infinitely divisible with respect to a class of linear mappings on that space if each of these mappings results in an infinitely divisible random variate. Special cases are applied in a multivariate extension of the concept of type $G$ probability laws. Random nonnegative matrices play a central role.
Keywords: inverse Wishart distribution, matrix inverse Gaussian law, multivariate normal inverse Gaussian law, multivariate stable laws, random positive definite matrices, self-decomposability.
Received: 08.06.2001
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 2, Pages 202–218
DOI: https://doi.org/10.1137/S0040585X97979652
Bibliographic databases:
Document Type: Article
Language: English
Citation: O. E. Barndorff-Nielsen, V. Pérez-Abreu, “Extensions of type $G$ and marginal infinite divisibility”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 301–319; Theory Probab. Appl., 47:2 (2003), 202–218
Citation in format AMSBIB
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\jour Theory Probab. Appl.
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  • https://doi.org/10.4213/tvp3649
  • https://www.mathnet.ru/eng/tvp/v47/i2/p301
    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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