• Title of article

    Association of infinitely divisible random vectors

  • Author/Authors

    Samorodnitsky، نويسنده , , Gennady، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    11
  • From page
    45
  • To page
    55
  • 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
  • Serial Year
    1995
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575604