ON THE WEAK DEPENDENCE STRUCTURE OF MULTIVARIATE PROCESSES AND CORRESPONDING HITTING TIMES

  • BAEK, JONG-IL (School of Mathematical Science, Wonkwang University) ;
  • RU, DAE-HEE (Dept. of Computer Science, Chungwoon University) ;
  • YOUN, EUN HO (Dept. of Computer Science, Myungshin University)
  • Received : 2001.03.02
  • Published : 2001.07.30

Abstract

In this paper we introduce a new concept of positive orthant dependence of multivariate stochastic processes. This concept is weaker than the POD but it enjoys most of the properties and preservation results of the POD. Some examples are presented.

Keywords

References

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