Structure of exchangeable infinitely divisible sequences of Poisson random vectors (Q1081197)
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scientific article; zbMATH DE number 3969774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure of exchangeable infinitely divisible sequences of Poisson random vectors |
scientific article; zbMATH DE number 3969774 |
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Structure of exchangeable infinitely divisible sequences of Poisson random vectors (English)
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1986
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This paper provides a representation for the probability generating functions of exchangeable sequences of infinitely divisible Poisson random vectors. There is a detailed discussion of the structure of such sequences including a method for constructing them from a Poisson process on (0,1]. The proofs in the paper rely on a multivariate moment result which is of some independent interest.
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generating functions of exchangeable sequences
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infinitely divisible
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