| 多维随机过程首中时的强正相依性 |
| |
| 引用本文： | 郑耀辉. 多维随机过程首中时的强正相依性[J]. 应用数学学报, 2001, 24(1): 79-86 |
| |
| 作者姓名： | 郑耀辉 |
| |
| 作者单位： | 厦门大学数学系,厦门,361005 |
| |
| 基金项目： | 福建省自然科学基金资助项目. |
| |
| 摘 要： | 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（r1(U1),r2(U2))联合分布的下界（其中Ui是增Borel集,i=1,2)。
|
| 关 键 词： | 增集 随机过程 首中时 强正相依 最大无穷可分 SPD |
ON THE STRONGLY POSITIVE DEPENDENCE OF HITTING TIMES OF MULTIDIMENSIONAL PROCESSES |
| |
| ZHENG YAOHUI. ON THE STRONGLY POSITIVE DEPENDENCE OF HITTING TIMES OF MULTIDIMENSIONAL PROCESSES[J]. Acta Mathematicae Applicatae Sinica, 2001, 24(1): 79-86 |
| |
| Authors: | ZHENG YAOHUI |
| |
| Abstract: | 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. |
| |
| Keywords: | Increasing set fundamental open increasing set hitting time of the process strongly positive dependent max-infinitely divisible |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
