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Association of probability measures on partially ordered spaces
Authors:Bo Henry Lindqvist
Abstract:
A notion of association of probability measures on partially ordered (Polish) spaces is introduced and its basic properties are investigated. This generalizes the classical notion of association among random variables, due to Esary, Proschan, and Walkup. The relation between association and monotone stochastic kernels is investigated and a theorem of Jogdeo is generalized. The general theory is applied to stochastic processes with both discrete and continuous time parameter and partially ordered state spaces. Also, an application to mixtures of statistical experiments is included.
Keywords:Association of random variables   association of probability measures   partially ordered Polish spaces   monotone, associated stochastic kernels   association of stochastic processes   Skorohod metric   mixtures of experiments
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