Stochastic Monotonicity and Slepian-type Inequalities for Innnitely Divisible and Stable Random Vectors
نویسندگان
چکیده
We study the relation between stochastic domination of an innnitely divisible random vector X by another innnitely divisible random vector Y and their corresponding L evy measures. The results are used to derive a Slepian-type inequality for a general class of symmetric innnitely divisible random vectors.
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