Mai, Jan-Frederik; Scherer, Matthias; Shenkman, Natalia - In: Journal of Multivariate Analysis 115 (2013) C, pp. 457-480
Two stochastic representations of multivariate geometric distributions are analyzed, both are obtained by lifting the lack-of-memory (LM) property of the univariate geometric law to the multivariate case. On the one hand, the narrow-sense multivariate geometric law can be considered a discrete...