Association of infinitely divisible random vectors

DOI10.1016/0304-4149(93)00017-AzbMath0817.60009OpenAlexW1987931068MaRDI QIDQ1346143

Gennady Samorodnitsky

Publication date: 17 July 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(93)00017-a

zbMATH Keywords

infinitely divisibleLévy measureassociationdependence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (9)

Semi-parametric multivariate modelling when the marginals are the same ⋮ Processes with Block-Associated Increments ⋮ Dependence properties and comparison results for Lévy processes ⋮ Some remarks on associated random fields, random measures and point processes ⋮ On a Comparison Result for Markov Processes ⋮ Stable limits for associated regularly varying sequences ⋮ On association and other forms of positive dependence for Feller processes ⋮ Interpolation, correlation identities, and inequalities for infinitely divisible variables ⋮ Association and Other Forms of Positive Dependence for Feller Evolution Systems

Cites Work

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• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• Association of stable random variables
• Positively correlated normal variables are associated
• Generalized association, with applications in multivariate statistics
• Semistable laws on topological vector spaces
• Subexponentiality and infinite divisibility
• Association of Random Variables, with Applications

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