Lévy measures of infinitely divisible random vectors and Slepian inequalities

DOI10.1214/AOP/1176988490zbMath0843.60019OpenAlexW1972886787MaRDI QIDQ1904488

Murad S. Taqqu, Gennady Samorodnitsky

Publication date: 13 August 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988490

zbMATH Keywords

convolution semigroupstable random vectorsinfinitely divisible random vectorsSlepian inequality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15)

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