Geodesic
Extensions of type $G$ and marginal infinite divisibility
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 2, pp. 301-319

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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. 
@article{TVP_2002_47_2_a5,
     author = {O. E. Barndorff-Nielsen and V. P\'erez-Abreu},
     title = {Extensions of type $G$ and marginal infinite divisibility},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {301--319},
     publisher = {mathdoc},
     volume = {47},
     number = {2},
     year = {2002},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a5/}
}
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O. E. Barndorff-Nielsen; V. Pérez-Abreu. Extensions of type $G$ and marginal infinite divisibility. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 2, pp. 301-319. http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a5/