On multivariate infinitely divisible distributions

DOI10.1016/0304-4149(78)90056-XzbMath0374.60017OpenAlexW2072801388MaRDI QIDQ1244925

F. W. Steutel, Roger A. Horn

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90056-x

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (7)

Structure of exchangeable infinitely divisible sequences of Poisson random vectors ⋮ On the infinite divisibility of some skewed symmetric distributions ⋮ Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses ⋮ Univariate likelihood projections and characterizations of the multivariate normal distribution ⋮ On multivariate infinitely divisible distributions ⋮ Spectral representations of quasi-infinitely divisible processes ⋮ The multivariate De Pril transform.

Cites Work

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• The Theory of Infinitely Divisible Matrices and Kernels
• Zeroes of Infinitely Divisible Densities
• Infinite Divisibility of Discrete Distributions, II
• On the tails of infinitely divisible distributions

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