28 citations · 65 across the 13 of their papers we have counts for
5 papers · 1 filter
Stochastic decomposition for -norm symmetric survival functions on the positive orthant
Jan-Frederik Mai, Ruodu Wang
We derive a stochastic representation for the probability distribution on the positive orthant whose association between components is minimal among all probability…
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes
Florian Brück, Jan-Frederik Mai, Matthias Scherer
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible…
Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws (with erratum by Natalia Shenkman)
Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman
Two stochastic representations of multivariate geometric distributions are analyzed, both are obtained by lifting the lack-of-memory (LM) property of the univariate geometric law t…
The infinite extendibility problem for exchangeable real-valued random vectors
Jan-Frederik Mai
We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on , which is: Can a given random vector $\vec{X} = (X…
Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws
Jan-Frederik Mai, Matthias Scherer
The concept of a Lévy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the indep…