Exchangeability and Infinite Divisibility

DOI10.1007/978-3-319-25826-3_6zbMath1358.60035MaRDI QIDQ2956049

Alexander M. Lindner, Martin Drapatz

Publication date: 16 January 2017

Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-25826-3_6

zbMATH Keywords

Ornstein-Uhlenbeck process; exchangeability; infinitely divisible distribution; Lévy copula; random recurrence equation; exchangeability preserving transformation; upsilon-transform

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G51: Processes with independent increments; Lévy processes

60G09: Exchangeability for stochastic processes

Cites Work

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