Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws

DOI10.1016/j.jmva.2012.11.012zbMath1259.62040arXiv2002.00767OpenAlexW2073160840MaRDI QIDQ1941459

Matthias Scherer, Natalia Shenkman, Jan-Frederik Mai

Publication date: 12 March 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.00767

zbMATH Keywords

exchangeabilityde Finetti's theoremlack-of-memorycompletely monotone sequence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Exchangeability for stochastic processes (60G09)

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