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math.PR2020
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…
math.PR2020
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…
math.PR2020
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…