On the Conditionally Independent and Positive and Negative Dependence of Bivariate Stochastic Processes

Title & Authors
On the Conditionally Independent and Positive and Negative Dependence of Bivariate Stochastic Processes
Baek, Jong Il; Han, Kwang Hee;

Abstract
We introduce a new concept of $\small{\theta}$ 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.
Keywords
hitting times;conditionally independent and positive and negative quadrant dependence;conditionally stochastically increasing(decreasing);
Language
English
Cited by
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