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math.PR2025
Additive subordination of multiparameter Markov processes
Giuseppe D'Onofrio, Alessandro Mutti, Patrizia Semeraro
We extend Phillips theorem to multiparameter, multidimensional Markov processes that are time-changed by an independent additive subordinator. We show that the resulting process is…
math.PR2025
Extremal negative dependence and the strongly Rayleigh property
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
We provide a geometrical characterization of extremal negative dependence as a convex polytope in the simplex of multidimensional Bernoulli distributions, and we prove that it is a…