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多维随机过程首中时的强正相依性
ON THE STRONGLY POSITIVE DEPENDENCE OF HITTING TIMES OF MULTIDIMENSIONAL PROCESSES

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多维随机过程首中时的强正相依性.pdf (392.6Kb)
Date
2001-03-08
Author
郑耀辉
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  • 数学科学-已发表论文 [2662]
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Abstract
研究多维随机过程x(t)的首中时的SPD相依结构,拓展了Ebrahimi等关于POD(Positively Orthant Dependent)和作者关于 SPOD(Strongly Positively Orthant Dependent)的某些结果.刻划SPD的另一特征,还给出最大无穷可分过程首中时之间的SPD性质及其首中时向量(т1(U1)T2(U2))联合分布的下界淇中Ui是增Borel集,i=1,2).
 
The Author discuses the strongly positive dependence structure among hitting times (x) of the increasing multidimensional processes X(t), Some results obtained by Ebrahimi and Ramallingam have been extended. Also, the SPD (strong positive dependent) property among hitting times of max-i.d. processes is described, and the lower bound of the joint distribution of hitting times (where Ui: is an increasing Borel set, i = 1, 2) is given.
 
Citation
应用数学学报,2001,(01):79-86
URI
https://dspace.xmu.edu.cn/handle/2288/154864

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