On conditional intensities and on interparticle correlation in non-linear death processes

Authors
Brown, Timothy C. Donnelly, Peter
Citation
C. Brown, Timothy et Donnelly, Peter, On conditional intensities and on interparticle correlation in non-linear death processes, Advances in applied probability , 25(1), 1993, pp. 255-260
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
25
Issue
1
Year of publication
1993
Pages
255 - 260
Database
ACNP
SICI code
Abstract
Ball and Donnelly (1987) announced a result giving circumstances in which there is positive or negative correlation between the death times in a non-linear, Markovian death process. A proof is provided here, based on results concerning the distribution of optional random variables in terms of their conditional intensities.