Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability (Q847406): Difference between revisions

The authors examine relationships between the moments of infinitely divisible (inf div) distributions and those of their, possibly truncated, canonical measures. Such relations were first examined by Shapiro (1956) and by Ramachandran (1969). The authors consider extensions of such relationships to multivariate inf div distributions. It turns out that many, but not all, of these properties are similar to the univariate case. The investigations lead to a class of selfdecomposable multivariate distributions