Need to know We investigate the link between marginal distributions and correlation structure in a class of multivariate Lévy models, the ρα models, showing how the range of the correlation spanned by ...

We investigate the link between marginal distributions and correlation structure in a class of multivariate Lévy models, the ρα models, showing how the range of the correlation spanned by the model ...

SHAI COVO, ONE-DIMENSIONAL DISTRIBUTIONS OF SUBORDINATORS WITH UPPER TRUNCATED LÉVY MEASURE, AND APPLICATIONS, Advances in Applied Probability, Vol. 41, No. 2 (JUNE 2009), pp. 367-392 ...

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet ...