Result: Domain of existence of the Laplace transform of negative multinomial distributions and simulations ; Domaine d'existence de la transformée de Laplace des lois multinomiales négatives indéfiniment divisibles

Title:
Domain of existence of the Laplace transform of negative multinomial distributions and simulations ; Domaine d'existence de la transformée de Laplace des lois multinomiales négatives indéfiniment divisibles
Authors:
Bernardoff, Philippe
Contributors:
Laboratoire de Mathématiques et de leurs Applications Pau (LMAP), Université de Pau et des Pays de l'Adour (UPPA)-Centre National de la Recherche Scientifique (CNRS)
Source:
https://hal.science/hal-03243831 ; 2021.
Publisher Information:
CCSD
Publication Year:
2021
Collection:
HAL e2s UPPA (Université de Pau et des Pays de l'Adour)
Subject Terms:
Laplace transform, mixed multivariate Poisson distributions, multivariate gamma distributions, negative multinomial distributions, probability generating function, simula- tions, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Document Type:
Report report
Language:
English
Relation:
info:eu-repo/semantics/altIdentifier/arxiv/2106.00342; ARXIV: 2106.00342
Availability:
https://hal.science/hal-03243831
https://hal.science/hal-03243831v2/document
https://hal.science/hal-03243831v2/file/DEOLT5_a_5MIKTEX_m1bV2.pdf
Rights:
info:eu-repo/semantics/OpenAccess
Accession Number:
edsbas.7994E64A
Database:
BASE

Further Information

This article provides the domain of existence of the Laplace transform of infinitely divisible negative multinomial distributions, defined by their probability generating functions. It makes it possible to construct all of these distributions. We give examples in dimensions 2 and 3. We give aconstruction and a simulation of negative multivariate distributions in dimension 2.