On multivariate infinitely divisible distributions |
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Authors: | Roger A. Horn F.W. Steutel |
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Affiliation: | The Johns Hopkins University, Baltimore, MD 21218, U.S.A.;Technological University, Eindhoven, the Netherlands |
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Abstract: | Simple conditions are given which characterize the generating function of a nonnegative multivariate infinitely divisible random vector. Necessary conditions on marginals, linear combinations, tail behavior, and zeroes are discussed, and a sufficient condition is given. The latter condition, which is a multivariate generalization of ordinary log-convexity, is shown to characterize only certain products of univariate infinitely divisible distributions. |
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