Treffer: Domain of existence of the Laplace transform of negative multinomial distributions and simulations

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)
Publisher Information:
CCSD, 2021.
Publication Year:
2021
Collection:
collection:CNRS
collection:UNIV-PAU
collection:LMA-PAU
collection:INSMI
collection:UPPA-OA
collection:UPPA-STEE
collection:UPPA-COLLEGES
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]
Original Identifier:
ARXIV: 2106.00342
HAL: hal-03243831
Document Type:
E-Ressource preprint<br />Preprints<br />Working Papers
Language:
English
Relation:
info:eu-repo/semantics/altIdentifier/arxiv/2106.00342
Access URL:
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:
edshal.hal.03243831v2
Database:
HAL

Weitere Informationen

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.