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
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