Inequalities for Multivariate Infinitely Divisible Processes

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Slepian's inequality
infinitely divisible distributions
multivariate Poisson distribution
queuing theory
multivariate sample cumulative distribution functions
Probability

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Abstract

We describe a general class of multivariate infinitely divisible distributions and their related stochastic processes. Then we prove inequalities which are the analogs of Slepian's inequality for these distributions. These inequalities are applied to the distributions of M/G/∞ queues and of sample cumulative distribution functions for independent multivariate random variables.

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1988

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The Annals of Probability

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