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Pré-Publication, Document De Travail Année : 2021

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

Résumé

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 a construction and a simulation of negative multivariate distributions in dimension 2.
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Dates et versions

hal-03243831 , version 1 (31-05-2021)
hal-03243831 , version 2 (08-06-2022)

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Citer

Philippe Bernardoff. Domain of existence of the Laplace transform of negative multinomial distributions and simulations. 2021. ⟨hal-03243831v2⟩
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