Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

ON THE WEAKLY POSITIVE ORTHANT DEPENDENCE ORDERING

  • Baek, Jong-Il (School of Mathematical Science at Wonkwang University) ;
  • Seok, Eun-Yang (School of Mathematical Science, WonKwang University)
  • Published : 2000.09.01

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Abstract

In this paper we introduce a new concept of weakly positive upper orthant dependence POD of hitting times of stochastic processes. This concept is weaker than the positively orthant dependent and it is closed under a certain statistical operations of W POD ordering. Examples are given to illustrate these concepts.

Keywords

References

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