Inequalities for Multivariate Infinitely Divisible Processes
We describe a general class of multivariate infinitely divisible distributions and their related stochastic processes. Then we prove inequalities which are the analogs of Slepian's inequality for these distributions. These inequalities are applied to the distributions of $M/G/\infty$ queues and of sample cumulative distribution functions for independent multivariate random variables.
Permanent link to this document: http://projecteuclid.org/euclid.aop/1176991777
Digital Object Identifier: doi:10.1214/aop/1176991777
Mathematical Reviews number (MathSciNet): MR929067
Zentralblatt MATH identifier: 0646.60018