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

DOI10.14317/jami.2017.543zbMath1402.60040OpenAlexW2771044326MaRDI QIDQ4554847

Soyoun Kim, Jong-Il Baek

Publication date: 9 November 2018

Published in: Journal of applied mathematics & informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14317/jami.2017.543

zbMATH Keywords

mixtureconvolutioncompound distributionhitting timeAPNDAPND ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) General theory of stochastic processes (60G07)

Cites Work

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• On the dependence structure of hitting times of univariate processes
• The ordering of negative quadrant dependence
• Some Concepts of Dependence
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• Dispersive ordering of distributions

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