Association of probability measures on partially ordered spaces

Bo Henry Lindqvist

Journal of Multivariate Analysis, 1988, vol. 26, issue 2, 111-132

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 (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (11)

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