Structure of exchangeable infinitely divisible sequences of Poisson random vectors (Q1081197): Difference between revisions

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.