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ON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSES

  • BAEK, JONG IL (Division of Mathematics and Informational Statistics, Wonkwang University) ;
  • KIM, SO YOUN (Division of Mathematics and Informational Statistics, Wonkwang University)
  • Received : 2017.05.06
  • Accepted : 2017.07.20
  • Published : 2017.09.30

Abstract

In this paper, we introduced a new asymptotic pairwise negatively dependent(APND) structure of stochastic processes. We are also important to know the degree of APND-ness and to compare pairs of stochastic vectors as to their APND-ness. So, we introduced a definitions and some basic properties of APND ordering. Some preservation results of APND ordering are derived. Finally, we shown some examples and applications.

Keywords

References

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