Structure of exchangeable infinitely divisible sequences of Poisson random vectors (Q1081197): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/0304-4149(86)90122-5 / rank | |||
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Property / OpenAlex ID: W1992983647 / rank | |||
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Latest revision as of 15:08, 17 June 2024
scientific article
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English | Structure of exchangeable infinitely divisible sequences of Poisson random vectors |
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Structure of exchangeable infinitely divisible sequences of Poisson random vectors (English)
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1986
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This paper provides a representation for the probability generating functions of exchangeable sequences of infinitely divisible Poisson random vectors. There is a detailed discussion of the structure of such sequences including a method for constructing them from a Poisson process on (0,1]. The proofs in the paper rely on a multivariate moment result which is of some independent interest.
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generating functions of exchangeable sequences
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infinitely divisible
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