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Samorodnitsky, Gennady 1
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Stochastic Processes and their Applications 1
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Association of infinitely divisible random vectors
Samorodnitsky, Gennady - In: Stochastic Processes and their Applications 55 (1995) 1, pp. 45-55
We show that the Lévy measure of an associated infinitely divisible random vector in d may charge those quadrants of the space where the coordinates have different signs. We describe further certain families of infinitely divisible random vectors for which association does require the Lévy...
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