Abstract
Simple conditions are given which characterize the generating function of a nonnegative multivariate infinitely divisible random vector. Necessary conditions on marginals, linear combinations, tail behavior, and zeroes are discussed, and a sufficient condition is given. The latter condition, which is a multivariate generalization of ordinary log-convexity, is shown to characterize only certain products of univariate infinitely divisible distributions.
Original language | English |
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Pages (from-to) | 139-151 |
Number of pages | 13 |
Journal | Stochastic Processes and their Applications |
Volume | 6 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1978 |