Abstract
We study the positive dependence of pairs of stochastic processes and examine its relation with the properties of certain stopping times. Some special cases, such as dependent random walks, Gaussian processes and exchangeable sequences of elliptically contoured random variables, are taken into account.
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Bassan, B., Scarsini, M. Positive dependence orderings and stopping times. Ann Inst Stat Math 46, 333–342 (1994). https://doi.org/10.1007/BF01720589
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DOI: https://doi.org/10.1007/BF01720589