Stochastic Monotonicity and Slepian-Type Inequalities for Infinitely Divisible and Stable Random Vectors
Samorodnitsky, Gennady ; Taqqu, Murad S.
Ann. Probab., Tome 21 (1993) no. 4, p. 143-160 / Harvested from Project Euclid
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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.
Publié le : 1993-01-14
Classification:  Stochastic domination,  Slepian inequality,  infinitely divisible distributions,  stable distributions,  60E07,  60E15 
@article{1176989397,
     author = {Samorodnitsky, Gennady and Taqqu, Murad S.},
     title = {Stochastic Monotonicity and Slepian-Type Inequalities for Infinitely Divisible and Stable Random Vectors},
     journal = {Ann. Probab.},
     volume = {21},
     number = {4},
     year = {1993},
     pages = { 143-160},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989397}
}

Samorodnitsky, Gennady; Taqqu, Murad S. Stochastic Monotonicity and Slepian-Type Inequalities for Infinitely Divisible and Stable Random Vectors. Ann. Probab., Tome 21 (1993) no. 4, pp.  143-160. http://gdmltest.u-ga.fr/item/1176989397/