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On association and other forms of positive dependence for Feller processes

  • Eddie Tu (a1)

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.

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*Postal address: Department of Mathematics and Computer Science, Dickinson College, PO Box 1773, Carlisle, PA 17013, USA.

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On association and other forms of positive dependence for Feller processes

  • Eddie Tu (a1)

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