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On conditional intensities and on interparticle correlation in non-linear death processes

Part of:Markov processes

Published online by Cambridge University Press:  01 July 2016

Timothy C. Brown and
Peter Donnelly
Timothy C. Brown
Affiliation:
University of Western Australia
Peter Donnelly*
Affiliation:
Queen Mary and Westfield College, London
*
∗∗Postal address: School of Mathematical Sciences, Queen Mary and Westfield College, Mile End Road, London E1 4NS, UK.
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Abstract

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Ball and Donnelly (1987) announced a result giving circumstances in which there is positive or negative correlation between the death times in a non-linear, Markovian death process. A proof is provided here, based on results concerning the distribution of optional random variables in terms of their conditional intensities.

Keywords

CORRELATIONMARTINGALE

MSC classification

Primary:60J05: Discrete-time Markov processes on general state spaces

Information

Type
Letter to the Editor
Information
Advances in Applied Probability , Volume 25 , Issue 1 , March 1993, pp. 255 - 260
Copyright
Copyright © Applied Probability Trust 1993 

Footnotes

∗

Present address: Department of Statistics, University of Melbourne, Parkville, VIC 3052, Australia.

References

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