A weakly dependence concepts of bivariate stochastic processes

  • Choi, Jeong-Yeol (Division of Mathematical Science, Won Kwang University) ;
  • Baek, Jong-Il (Division of Mathematical Science, Won Kwang University) ;
  • Youn, Eun-Ho (Division of Mathematical Science, Won Kwang University)
  • Published : 1996.07.01

Abstract

In the last years there has been growing interest in concepts of positive (negative) dependence of stochastic processes such that concepts are considerable us in deriving inequalities in probability and statistics. Lehmann [7] introduced various concepts of positive(negative) dependence in the bivariate case. Stronger notions of bivariate positive(negative) dependence were later developed by Esary and Proschan [6]. Ahmed et al.[2], and Ebrahimi and Ghosh[5] obtained multivariate versions of various positive(negative) dependence as described by Lehmann[7] and Esary and Proschan[6]. Concepts of positive(negative) dependence for random variables have subsequently been extended to stochastic processes in different directions by many authors.

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