Inequalities for Multivariate Infinitely Divisible Processes
Brown, Lawrence D. ; Rinott, Yosef
Ann. Probab., Tome 16 (1988) no. 4, p. 642-657 / Harvested from Project Euclid
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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.
Publié le : 1988-04-14
Classification:  Slepian's inequality,  infinitely divisible distributions,  multivariate Poisson distribution,  queueing theory,  multivariate sample cumulative distribution functions,  60E05,  60G99,  60K25,  62G30,  62E99 
@article{1176991777,
     author = {Brown, Lawrence D. and Rinott, Yosef},
     title = {Inequalities for Multivariate Infinitely Divisible Processes},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 642-657},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991777}
}

Brown, Lawrence D.; Rinott, Yosef. Inequalities for Multivariate Infinitely Divisible Processes. Ann. Probab., Tome 16 (1988) no. 4, pp.  642-657. http://gdmltest.u-ga.fr/item/1176991777/