STOCHASTIC MONOTONICITY AND SLEPIAN-TYPE INEQUALITIES FOR INFINITELY DIVISIBLE AND STABLE RANDOM VECTORS

• 成果类型: Article
• 署名作者: SAMORODNITSKY, G; TAQQU, MS
• 署名单位: Boston University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989397
• 发表日期: 1993
• 页码: 143-160
• 关键词: random-variables; association; series

摘要

We study the relation between stochastic domination of an infinitely divisible random vector X by another infinitely divisible random vector 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.