Which negative multinomial distributions are infinitely divisible?
Bernardoff, Philippe
Bernoulli, Tome 9 (2003) no. 3, p. 877-893 / Harvested from Project Euclid
We define a negative multinomial distribution on $\mathbb{N}^{n}_0$, where $\mathbb{N}_0$ is the set of non-negative integers, by its probability generating function which will be of the form $(A(a_{1},\rm dots,a_{n})/$ $A(a_{1}z_{2},\rm dots,a_{n}z_{n}))^{\lambdaambda}$, where \[A(\mathbf{z})=\sum\lambdaimits_{T\subset\lambdaeft\{1,2,\rm dots,n\right\}}a_{T}\prod\lambdaimits_{i\in T}z_{i},\] \(a_{\rm emptyset}\neq0\), and \(\lambdaambda\) is a positive number. Finding couples \(\lambdaeft( A,\lambdaambda\right)\) for which we obtain a probability generating function is a difficult problem. We establish necessary and sufficient conditions on the coefficients of \(A\) for which we obtain a probability generating function for any positive number \(\lambdaambda\). In consequence, we obtain all infinitely divisible negative multinomial distributions on $\mathbb{N}^{n}_0$.
Publié le : 2003-10-14
Classification:  discrete exponential families,  infinitely divisible distribution,  negative multinomial distribution,  probability generating function
@article{1066418882,
     author = {Bernardoff, Philippe},
     title = {Which negative multinomial distributions are infinitely divisible?},
     journal = {Bernoulli},
     volume = {9},
     number = {3},
     year = {2003},
     pages = { 877-893},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1066418882}
}
Bernardoff, Philippe. Which negative multinomial distributions are infinitely divisible?. Bernoulli, Tome 9 (2003) no. 3, pp.  877-893. http://gdmltest.u-ga.fr/item/1066418882/