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Abstrakty
We study random convex compact sets infinitely divisible with respect to the Minkowski addition and establish a sufficient condition for their association as well as a necessary and sufficient condition for the so-called infinite association. Further, we show also that every union infinitely-divisible random closed set and every convex compact set infinitely divisible for convex hulls of unions are associated.
Czasopismo
Rocznik
Tom
Strony
169--178
Opis fizyczny
Bibliogr. 22 poz.
Twórcy
autor
- Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, ul. Chopina 12/18, 87-100 Toruń, Poland
autor
- Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, ul. Chopina 12/18, 87-100 Toruń, Poland
Bibliografia
- [1] R. E. Barlow and F. Proschan, Statistical Theory of Reliability and Life Testing: Probability Models, Holt, Rinehart and Winston, New York 1975.
- [2] N. Bäuerle, A. Blatter and A. Müller, Dependence properties and comparison results for Lévy processes, Math. Methods Oper. Res. 67 (2008), pp. 161-186.
- [3] R. M. Burton and E. Waymire, A sufficient condition for association of a renewal process, Ann. Probab. 14 (1986), pp. 1272-1276.
- [4] J. D. Esary, F. Proschan and D. W. Walkup, Association of random variables; with applications, Ann. Math. Statist. 38 (1967), pp. 1466-1474.
- [5] E. Giné, M. G. Hahn and P. Vatan, Max-infinitely divisible and max-stable sample continuous processes, Probab. Theory Related Fields 87 (1990), pp. 139-165.
- [6] P. Glasserman, Processes with associated increments, J. Appl. Probab. 29 (1992), pp. 313-333.
- [7] Ch. Houdré, V. Pérez-Abreu and D. Surgailis, Interpolation; correlation identities; and inequalities for infinitely divisible variables, J. Fourier Anal. Appl. 4 (1998), pp. 651-668.
- [8] A. Kwieciński and R. Szekli, Some monotonicity and dependence properties of selfexciting point processes, Ann. Appl. Probab. 6 (1996), pp. 1211-1231.
- [9] B. H. Lindqvist, Monotone and associated Markov chains; with applications to reliability theory, J. Appl. Probab. 24 (1987), pp. 679-695.
- [10] G. Matheron, Random Sets and Integral Geometry, Wiley, New York 1975.
- [11] I. Molchanov, Limits Theorems for Unions of Random Closed Sets, Lecture Notes in Math., Springer, Berlin-Heidelberg 1993.
- [12] I. Molchanov, Theory of Random Sets, Springer, London 2005.
- [13] L. D. Pitt, Positively correlated normal variables are associated, Ann. Probab. 10 (1982), pp. 496-499.
- [14] S. T. Rachev and H. Xin, Test for association of random variables in the domain of attraction of multivariate stable law, Probab. Math. Statist. 14 (1993), pp. 125-141.
- [15] M. Reitzner, Central limit theorems for random polytopes, Probab. Theory Related Fields 133 (2005), pp. 483-507.
- [16] A. Rényi and R. Sulanke, Über die konvexe Hülle von n zufallig gewählten Punkten, Z. Wahrscheinlichkeitstheorie verw. Gebiete 2 (1963), pp. 75-84.
- [17] S. I. Resnick, Extreme Values, Regular Variation, and Point Processes, Applied Probability. A Series of the Applied Probability Trust, 4, Springer, New York 1987.
- [18] S. I. Resnick, Association and multivariate extreme value distributions, in: Studies in Statistical Modeling and Statistical Science, C. C. Heyde (Ed.), Statistical Society of Australia, 1988.
- [19] G. Samorodnitsky, Association of infinitely divisible random variables, Stochastic Process. Appl. 55 (1995), pp. 45-55.
- [20] R. Schneider, Random approximation of convex sets, J. Microsc. 151 (1988), pp. 211-227.
- [21] R. Schneider, Convex bodies: the Brunn-Minkowski theory, in: Encyclopaedia Math. Appl. 44, Cambridge University Press, 1993.
- [22] V. Vu, Central limit theorems for random polytopes in a smooth convex set, Adv. Math. 207 (2006), pp. 221-243.
Typ dokumentu
Bibliografia
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