This approach develops an effective simulation method for general multivariate gamma distributions, suggesting robust approximations are achievable.
We derive a Dickman approximation for the small jumps of a large class of multivariate Lévy processes. We then apply this approximation to develop a simulation method for the class of general multivariate gamma distributions (GMGD). A small-scale simulation study suggests that this method works very well.
No takes yet. Share an insight, caveat, or question.
Grabchak et al. (2026) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: