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On the dependence structure of hitting times of univariate processes

Published online by Cambridge University Press:  14 July 2016

Nader Ebrahimi  and
T. Ramalingam
Nader Ebrahimi*
Affiliation:
Northern Illinois University
T. Ramalingam*
Affiliation:
Northern Illinois University
*
∗Postal address: Division of Statistics, Department of Mathematical Sciences, Northern Illinois University, DeKalb, IL 60115, USA.
∗Postal address: Division of Statistics, Department of Mathematical Sciences, Northern Illinois University, DeKalb, IL 60115, USA.
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Abstract

Some concepts of dependence have recently been introduced by Ebrahimi (1987) to explore the structural properties of the hitting times of bivariate processes. In this framework, the special case of univariate processes has curious features. New properties are derived for this case. Some applications to sequential inference and inequalities for Brownian motion and new better than used (NBU) processes are also provided.

Keywords

PQDNQDPRDNRDTP2RR2BROWNIAN MOTIONNBU PROCESSSEQUENTIAL ESTIMATION
Type
Research Papers
Information
Journal of Applied Probability , Volume 25 , Issue 2 , June 1988 , pp. 355 - 362
Copyright
Copyright © Applied Probability Trust 1988 

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