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.
Citation
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
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