Interpolation, correlation identities, and inequalities for infinitely divisible variables

Authors
Houdre, C Perez-Abreu, V Surgailis, D
Citation
C. Houdre et al., Interpolation, correlation identities, and inequalities for infinitely divisible variables, J FOURIER A, 4(6), 1998, pp. 651-668
Citations number
23
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS
ISSN journal
10695869 → ACNP
Volume
4
Issue
6
Year of publication
1998
Pages
651 - 668
Database
ISI
SICI code
1069-5869(1998)4:6<651:ICIAIF>2.0.ZU;2-R
Abstract
We present an interpolation formula for the expectation of functions of inf initely divisible (i.d.) variables. This is then applied to study the assoc iation problem for i.d, vectors and to present new covariance expansions an d correlation inequalities.