Existence conditions for permanental and multivariate negative binomial distributions

Stochastics Seminar
Monday, January 9, 2017 - 15:05
1 hour (actually 50 minutes)
Skiles 006
Université Pierre et Marie Curie
We consider permanental and multivariate negative binomial distributions. We give sim- ple necessary and sufficient conditions on their kernel for infinite divisibility, without symmetry hypothesis. For existence of permanental distributions, conditions had been given by Kogan and Marcus in the case of a 3 × 3 matrix kernel: they had showed that such distributions exist only for two types of kernels (up to diagonal similarity): symmet- ric positive-definite matrices and inverse M-matrices. They asked whether there existed other classes of kernels in dimensions higher than 3.  We give an affirmative answer to this question, by exhibiting (in any finite dimension higher than 3) a family of matrices which are kernels of permanental distributions but are neither symmetric, nor inverse M-matrices (up to diagonal similarity). Analog properties (by replacing inverse M-matrices by entrywise non-negative matrices) are given for multivariate negative binomial distribu- tions. These notions are also linked with the study of inverse power series of determinant. This is a joint work with N. Eisenbaum.