We are developing a WPF application which will open a number of reports at the same time (just like a typical MDI application such as Excel or Visual Studio). Although it is
You CAN split rendering of the visual tree across different threads.
See this article for a good explanation and an example that renders video output. http://blogs.msdn.com/b/dwayneneed/archive/2007/04/26/multithreaded-ui-hostvisual.aspx
But doing this is only really justifiable when the actual rendering of the Visual is implemented elsewhere or it's technologically very odd in a WPF application such as rendering a Direct3D scene as a Visual.
The important note here, as is mentioned in the article, is that if the secondary threads render WPF XAML then you loose input events because routed events can't cross the thread boundary.