Title of article :
Association of infinitely divisible random vectors
Author/Authors :
Samorodnitsky، نويسنده , , Gennady، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
We show that the Lévy measure of an associated infinitely divisible random vector in Rd may charge those quadrants of the space where the coordinates have different signs. We describe further certain families of infinitely divisible random vectors for which association does require the Lévy measure to be concentrated on Rd+ ∪ Rd−.
Keywords :
Positive dependence , association , infinitely divisible
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications