Association of infinitely divisible random vectors

Gennady Samorodnitsky

Stochastic Processes and their Applications, 1995, vol. 55, issue 1, 45-55

Abstract: We show that the Lévy measure of an associated infinitely divisible random vector in d 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 d+ [union or logical sum] d-.

Keywords: Infinitely; divisible; Association; Positive; dependence (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (2)

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