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dc.contributor.author郑耀辉
dc.date.accessioned2017-11-14T02:51:15Z
dc.date.available2017-11-14T02:51:15Z
dc.date.issued2001-03-08
dc.identifier.citation应用数学学报,2001,(01):79-86
dc.identifier.issn0254-3079
dc.identifier.otherYYSU200101011
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/154864
dc.description.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).
dc.description.abstractThe 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.
dc.description.sponsorship福建省自然科学基金资助项目.
dc.language.isozh_CN
dc.subject增集
dc.subject基本开增集
dc.subject随机过程的首中时
dc.subject强正相依(SPD)
dc.subject最大无穷可分
dc.subjectIncreasing set, fundamental open increasing set, hitting time of the process, strongly positive dependent, max-infinitely divisible
dc.title多维随机过程首中时的强正相依性
dc.title.alternativeON THE STRONGLY POSITIVE DEPENDENCE OF HITTING TIMES OF MULTIDIMENSIONAL PROCESSES
dc.typeArticle


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