Association of stable random variables

DOI10.1214/AOP/1176990646MaRDI QIDQ753242zbMATH OpenOpenAlexFDO

Authors Mei-Ling Ting Lee, Gennady Samorodnitsky, Svetlozar T. Rachev

Publication date 1990

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990646

zbMATH Keywords

stable random variablesNecessary and sufficient conditions for association and negative association

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(8)

• Association of infinitely divisible random vectors
• Interpolation, correlation identities, and inequalities for infinitely divisible variables
• Inequalities of correlation type for symmetric stable random vectors
• Spectral covariance and limit theorems for random fields with infinite variance
• Stable limits for associated regularly varying sequences
• CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"
• Dependence of stable random variables
• scientific article; zbMATH DE number 639817 (Why is no real title available?)

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