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

被引：16

作者：

SAMORODNITSKY, G ^{[1
]}

TAQQU, MS ^{[1
]}

机构：

[1] BOSTON UNIV, DEPT MATH, BOSTON, MA 02215 USA

来源：

ANNALS OF PROBABILITY | 1993年 / 21卷 / 01期

关键词：

STOCHASTIC DOMINATION; SLEPIAN INEQUALITY; INFINITELY DIVISIBLE DISTRIBUTIONS; STABLE DISTRIBUTIONS;

D O I：

10.1214/aop/1176989397

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：143 / 160

页数：18

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