A representation is given for a large class of n-dimensional multivariate gamma random variables as defined by Verre-Jones. In particular, the probability density functions of all 2-dimensional gamma random variables are given explicitly and it is shown how to obtain the probability density functions of all 3-dimensional gamma random variables.
"Multivariate gamma distributions." Electron. Commun. Probab. 19 1 - 10, 2014. https://doi.org/10.1214/ECP.v19-3794