A WEAK ORDERING OF POSITIVE DEPENDENCE STRUCTURE OF STOCHASTIC PROCESSES

  • Ryu, Dae-Hee (Department of Computer Science Chungnam Sanup University) ;
  • Seok, Eun-Yang (Department of Statistics WonKwan University) ;
  • Choi, In-Bong (Department of Mathematical Science Osaka University)
  • 발행 : 1998.06.01

초록

In this paper we introduce a new concept of more weakly quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence and it is closed under some statistical operations of weakly positive quadrant dependence(WPQD) ordering.

키워드

참고문헌

  1. Technnical report AFOSR 78-5 Partial ordering of positive quadrant dependence, with applications Abdul-Hadi N.Ahmed Abdul Hadi;A.Naftali A.
  2. Technical Report AFOSR 78-6 Two concepts of positive dependence, with applications in multivariate analysis A.Ahmed;N.Langberg;R.Leon;F.Proschan
  3. Comm. Stat. Stoch. Models v.6 no.2 A weak quadrant dependence concept with Applications A.A.Alzaid
  4. Statistical Theory of Reliability and Life Testing: Probability Models R.Barlow;F.Proschan
  5. Math. Narch. v.82 Some class of semi-ordering relations for random vectors and their use for comparing covariances R.Bergmann
  6. Bivariate Processes with Positive or Negative Dependents Structure N.Ebrahimi
  7. J. Appl. Prob. v.25 On the dependent structure of hitting times of univariate processes N.Ebrahimi
  8. On the dependence structure of Hitting times of multivariate processes N.Ebrahimi;T.Ramalingam
  9. PROC. Nato Advanced Study Instiutes Series 5 Dependence concepts for stochastic processes D.S.Friday
  10. J. Multivariate Anal. v.10 Classes of orderings of measures and related correlation inequalities S.Karlin;Y.Rinott
  11. Ann. Math. Statist. v.37 Some concepts of dependence E.Lehmann
  12. Stochastic Processes S.M.Ross
  13. J. of Multivariate Analysis v.13 Posisive dependence properties of elliptically symmetric distribution A.R.Sampson