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January, 1993 Stochastic Monotonicity and Slepian-Type Inequalities for Infinitely Divisible and Stable Random Vectors
Gennady Samorodnitsky, Murad S. Taqqu
Ann. Probab. 21(1): 143-160 (January, 1993). DOI: 10.1214/aop/1176989397

Abstract

We study the relation between stochastic domination of an infinitely divisible random vector $\mathbf{X}$ by another infinitely divisible random vector $\mathbf{Y}$ and their corresponding Levy measures. The results are used to derive a Slepian-type inequality for a general class of symmetric infinitely divisible random vectors.

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Gennady Samorodnitsky. Murad S. Taqqu. "Stochastic Monotonicity and Slepian-Type Inequalities for Infinitely Divisible and Stable Random Vectors." Ann. Probab. 21 (1) 143 - 160, January, 1993. https://doi.org/10.1214/aop/1176989397

Information

Published: January, 1993
First available in Project Euclid: 19 April 2007

zbMATH: 0771.60017
MathSciNet: MR1207219
Digital Object Identifier: 10.1214/aop/1176989397

Subjects:
Primary: 60E07
Secondary: 60E15

Keywords: Infinitely divisible distributions , Slepian inequality , Stable distributions , stochastic domination

Rights: Copyright © 1993 Institute of Mathematical Statistics

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Vol.21 • No. 1 • January, 1993
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