Document Type
Article
Publication Date
6-2019
Department
Mathematics
Language
English
Publication Title
Journal of Applied Probability
Abstract
We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their state-space dependent Lévy measures. It is through these Lévy measures that we will provide our characterization. Finally, we present applications of these results to stochastically monotone Feller processes, including Lévy processes, the Ornstein–Uhlenbeck process, pseudo-Poisson processes, and subordinated Feller processes.
DOI
10.1017/jpr.2019.36
Recommended Citation
Tu, Eddie, "On Association and Other Forms of Positive Dependence for Feller Processes" (2019). Dickinson College Faculty Publications. Paper 1242.
https://scholar.dickinson.edu/faculty_publications/1242
Comments
Published as:
Tu, Eddie. "On Association and Other Forms of Positive Dependence for Feller Processes." Journal of Applied Probability 56, no. 2 (2019): 624-646. https://www.cambridge.org/core/journals/journal-of-applied-probability/article/on-association-and-other-forms-of-positive-dependence-for-feller-processes/F739F2C1767DE54FB82A97197BB58A90
© Applied Probability Trust 2019
This author post-print is made available on Dickinson Scholar with the permission of the publisher. For more information on the published version, visit Cambridge University Press's Website.
© 2019. This publication is made available under the CC-BY-NC-ND 4.0 license: http://creativecommons.org/licenses/by-nc-nd/4.0/.