On the Conditionally Independent and Positive and Negative Dependence of Bivariate Stochastic Processes Baek, Jong Il; Han, Kwang Hee;
We introduce a new concept of conditionally independent and positive and negative dependence of bivariate stochastic processes and their corresponding hitting times. We have further extended this theory to stronger conditions of dependence similar to those in the literature of positive and negative dependence and developed theorems which relate these conditions. Finally we are given some examples to illustrate these concepts.
hitting times;conditionally independent and positive and negative quadrant dependence;conditionally stochastically increasing(decreasing);
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