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- W2052803994 abstract "Abstract There is an infinite exchangeable sequence of random variables {X k } k∈ℕ such that each finitedimensional distribution follows a min-stable multivariate exponential law with Galambos survival copula, named after [7]. A recent result of [15] implies the existence of a unique Bernstein function Ψ associated with {X k } k∈ℕ via the relation Ψ(d) = exponential rate of the minimum of d members of {X k } k∈ℕ . The present note provides the Lévy–Khinchin representation for this Bernstein function and explores some of its properties." @default.
- W2052803994 created "2016-06-24" @default.
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- W2052803994 date "2014-03-20" @default.
- W2052803994 modified "2023-10-18" @default.
- W2052803994 title "A note on the Galambos copula and its associated Bernstein function" @default.
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- W2052803994 doi "https://doi.org/10.2478/demo-2014-0002" @default.
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