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Bivariate processes with positive or negative dependent structures

Published online by Cambridge University Press:  14 July 2016

Nader Ebrahimi
Nader Ebrahimi*
Affiliation:
Northern Illinois University
*
∗Postal address: Department of Mathematical Sciences, Northern Illinois University, DeKalb, IL 60115–2888, USA.
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Abstract

In this paper various notions of positive and negative dependence for bivariate stochastic processes are introduced and their interrelationship is studied. Examples are given to illustrate these concepts.

Keywords

PQDNQDRTIRTDPRDNRDASSOCIATED RANDOM VARIABLESBROWNIAN MOTION PROCESSPOISSON PROCESSRECORD VALUEHITTING TIME

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 24 , Issue 1 , March 1987 , pp. 115 - 122
Copyright
Copyright © Applied Probability Trust 1987 

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References

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