Interpolation, correlation identities, and inequalities for infinitely divisible variables
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Publication:1282021
DOI10.1007/BF02479672zbMath0924.60006OpenAlexW2046932149MaRDI QIDQ1282021
Donatas Surgailis, Christian Houdré, Victor Perez-Abreu
Publication date: 11 November 1999
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02479672
Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)
Related Items (22)
Remarks on deviation inequalities for functions of infinitely divisible random vectors ⋮ On Stein's method for multivariate self-decomposable laws with finite first moment ⋮ On the decay of correlations in the random field Ising model ⋮ On infinite covariance expansions ⋮ Talagrand inequality at second order and application to Boolean analysis ⋮ Semi-parametric multivariate modelling when the marginals are the same ⋮ Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ Processes with Block-Associated Increments ⋮ Dependence properties and comparison results for Lévy processes ⋮ Supermodular ordering of Poisson arrays ⋮ On Gaussian and Bernoulli covariance representations ⋮ On Stein's method for multivariate self-decomposable laws ⋮ Concentration for norms of infinitely divisible vectors with independent components ⋮ Stable limits for associated regularly varying sequences ⋮ On association and other forms of positive dependence for Feller processes ⋮ Hessian orders and multinormal distributions ⋮ Small-time expansions for the transition distributions of Lévy processes ⋮ Stochastic orderings of multivariate elliptical distributions ⋮ Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios ⋮ Skewness premium with Lévy processes ⋮ Association and Other Forms of Positive Dependence for Feller Evolution Systems
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